Jesus answered the question, "What must I do to be saved?" in the Great Commission. The Great Commission was some of Jesus' final instructions to His apostles before He ascended back to Heaven. In this commission, Jesus told His apostles where they were to go, what they were to preach, and who would be saved. He told them, "Go ye into all the world, and preach the gospel to every creature. He that believeth and is baptized shall be saved; but he that believeth not shall be damned" (Mark 16:15,16). Could Jesus have answered the question, "What must I do to be saved?" any plainer? Jesus' answer to the question, "What must I do to be saved?" is believe and be baptized.
The apostles began to carry out the Great Commission on the first Pentecost after the resurrection and ascension of Jesus (Acts 2). Peter's sermon is recorded for us. He preached that Jesus was approved of God, crucified, and raised from the dead (Acts 2:22-24), and that it was the Christ whom the prophets had foretold would be resurrected (Acts 2:25-35). He then emphatically proclaimed "...God hath made that same Jesus, whom ye have crucified, both Lord and Christ" (Acts 2:36). Some who heard Peter speak were pricked in their hearts and asked, "What shall we do?" (Acts 2:37). Peter answered, "Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost. For the promise is unto you, and to your children, and to all that are afar off, even as many as the Lord our God shall call" (Acts 2:38). Notice, when some heard, and obviously, believed, they were instructed to be baptized in the name of the Lord for the remission of sins. Everything spoken in the Great Commission was coming to pass; the apostles preached the gospel as they had been told to do, and people were saved by believing and being baptized.
The book of Acts records numerous instances of the apostles or others preaching the gospel. People who heard the gospel and wanted to be saved believed and were baptized. For instance, "Philip went down to the city of Samaria, and preached Christ unto them...When they believed Philip preaching the things concerning the kingdom of God, and the name of Jesus Christ, they were baptized, both men and women" (Acts 8:5,12). Philip, also, preached Jesus to the eunuch. As they came to a certain water, the eunuch said, "See, here is water; what doth hinder me to be baptized?" Philip answered the eunuch, "If thou believest with all thine heart, thou mayest." When the eunuch confessed Jesus Christ as the Son of God, they stopped the chariot in which they were riding, and they went down both into the water, both Philip and the eunuch; and Philip baptized him (Acts 8:35-38). A woman named Lydia heard Paul preach. After listening carefully to the things Paul said, she was baptized (Acts 16:14,15). A Philippian jailer asked Paul and Silas, "Sirs, what must I do to be saved?" They told him, "Believe on the Lord Jesus Christ, and thou shalt be saved, and thy house." They then spoke to him the word of the Lord, and to all that were in his house. The same hour of the night, the jailer and those who were in his household were baptized, "straightway" (Acts 16:25-33). Throughout the book of Acts, those who wanted to be saved did what Jesus said do in the Great Commission to be saved- they believed and were baptized.
Those who were saved were added to the church (Acts. 2:47) and were called Christians (Acts 11:26). This church was not a denomination. Jesus built one church (Matthew 16:18; Ephesians 4:4), not many. The saved should not seek to be a part of a denomination and should wear no name but Christ's name (1 Corinthians 1:10-12).
If you want to be saved, you, too, must believe and be baptized. This is what Jesus said do in the Great Commission (Mark 16:16); it was the message preached by Peter on the first Pentecost after Jesus' resurrection (Acts 2:22-38) and by other apostles and faithful preachers of the gospel.
"Not Everyone that saith, Lord, Lord shall enter into the kingdom of heaven; but he that doeth the will of my Father which is in heaven." (Matthew 7:21)