Apostle Peter's first sermon on the day of Pentecost led many people to be "pricked in their heart" and to ask the question:"what shall we do?" Everyone, who receives the Gospel, asks this same question. And here is the answer, that God proposes us through His Church.
Firstly: repent. We have already spoken several times about repentance here. Let's simply remember that: it is a turn-out of the spirit, the recognition of the fact that we are not self-sufficient, that we are sinful and our invocation to God as source of life and love. Secondly: be baptized. It is about complete ablution as sign of repentance and beginning of a new life. In the name of Jesus Christ means trusting Him and obedience to Him, for the sake of union with Him in His death and resurrection. Thirdly: the gift of the Holy Ghost. It isn't enough to be purged from sin, it is necessary to be filled with righteousness; it isn't just enough to begin a new life, but it should be a life dwelt in the Holy Spirit. And all this is given to us as a gift, and we only have to accept, cultivate and keep the gift.