As a result of sin, God prophesied throughout the Old Testament that the Messiah (Jesus) would come to save the people from Hell and to unite men and women back to God. God sent His son Jesus on earth, who lived a perfect life. He performed miracles, signs, and wonders. Jesus then died on the cross for our sins and fulfilled the promises God gave throughout the Old Testament. 3 days later, He rose from death and was living again among the people to prove He is God and has victory over sin and death. Now God has exalted Jesus to the right hand of God in Heaven.
The first thing we are to do is to respond to what God did by repenting. Repentance is the Spirit-empowered acknowledgment of sin that results in a change of mind about who and what God is in my life, what is important, and what is good and bad. We then respond by taking the step of faith and trusting that Jesus is the only way, the truth, and the life (John 14:6) We are then, children of God, but are commanded to show the world your decision by act of baptism (being fully immersed into water).
Immediately you receive the gift of forgiveness from your sins, because Jesus was our propitation or our atonement (1 John 2:2). God then gives us the Holy Spirit that enables us to live with a new heart and new life for Christ (2 Corinthians 5:17). We now desire to be more like Jesus every day, and desire to have community with other fellow followers of Christ, e.g. Worship Services, Growth Groups etc..