Today's passage (Matt. 28:18-20) is what is referred to as the Great Commission. It is a commission: a commission a mission Jesus entrusted to His church. It is called the Great Commission 1) because it is a commission issued by the great King of heaven and earth ("All authority in heaven and on earth has been given to me"); 2) because it is of primary importance to the reason for the church's existence and being; 3) because it addresses the redemption of the whole world.
What does the Great Commission actually command the church to do? It is commanded to "make disciples of all nations." Notice, the mission of the church is not just to offer the free grace of God's redemption. It is to make disciples of Jesus Christ.
In the Great Commission, our Lord provides us with a clear and dynamic portrait of His disciple: he is, first of all, someone who is baptized in the name of the Father and the Son and the Holy Spirit, thus identifying himself with the triune God; he is also someone who are committed to learning all that Christ has taught, not just to understand them intellectually but to observe them practically; and, finally, a disciple is someone who himself participates in the making of disciples in obedience to our Lord's Great Commission--in the going and baptizing and teaching ministry of the church of Jesus Christ.
In some circles of Christianity, a distinction is made between "Christians" and "disciples". According to this distinction, "disciples" are the more committed, seriously-minded Christians. However, the Bible does not distinguish these terms--Christian and disciple--as two different levels of Christian commitment. In the New Testament, "disciples of Jesus" is the synonym of "Christians" (Acts 11:26). Every Christian is a disciple of Jesus Christ: one cannot be a Christian without being a disciple of Jesus Christ.
Discipleship--being a Christian--requires personal, decisive commitment and many sacrifices that go along with it (Luke 14:27; Matt. 8:20). The following is what Bon Hoeffer, the famed German pastor during the Nazi regime, said about discipleship in his book, The Cost of Discipleship:
"Cheap grace is the grace we bestow on ourselves. Cheap grace is the preaching of forgiveness without requiring repentance, baptism without church discipline, communion without confession.... Cheap grace is grace without discipleship, grace without the cross, grace without Jesus Christ, living and incarnate.
… [True] grace is costly because it calls us to follow, and it is grace because it calls us to follow Jesus Christ. It is costly because it costs a man his life, and it is grace because it gives a man the only true life. It is costly because it condemns sin, and grace because it justifies the sinner. Above all, it is costly because it cost God the life of his Son…. Costly grace is the Incarnation of God."