What must we do?

 Acts 2:25 For David speaketh concerning him, I foresaw the Lord always before my face, for he is on my right hand, that I should not be moved: Acts 2:26 Therefore did my heart rejoice, and my tongue was glad; moreover also my flesh shall rest in hope:

Acts 2:27 Because thou wilt not leave my soul in hell, neither wilt thou suffer thine Holy One to see corruption.

Here is prophetic evidence that Jesus descended into hell,

Eph 4:8 Wherefore he saith, When he ascended up on high, he led captivity captive, and gave gifts unto men.
Eph 4:9 (Now that he ascended, what is it but that he also descended first into the lower parts of the earth?
Eph 4:10 He that descended is the same also that ascended up far above all heavens, that he might fill all things.)

He ascended and led captivity captive. Parading the vanquished enemy, satan and his demons, having victory over them by his death and resurrection.

1 Cor 15:55 O death, where is thy sting? O grave, where is thy victory?
1 Cor 15:56 The sting of death is sin; and the strength of sin is the law.
1 Cor 15:57 But thanks be to God, which giveth us the victory through our Lord Jesus Christ.

Acts 2:28 Thou hast made known to me the ways of life; thou shalt make me full of joy with thy countenance.
Acts 2:29 Men and brethren, let me freely speak unto you of the patriarch David, that he is both dead and buried, and his sepulchre is with us unto this day.
Acts 2:30 Therefore being a prophet, and knowing that God had sworn with an oath to him, that of the fruit of his loins, according to the flesh, he would raise up Christ to sit on his throne;
Acts 2:31 He seeing this before spake of the resurrection of Christ, that his soul was not left in hell, neither his flesh did see corruption.
Acts 2:32 This Jesus hath God raised up, whereof we all are witnesses.
Acts 2:33 Therefore being by the right hand of God exalted, and having received of the Father the promise of the Holy Ghost, he hath shed forth this, which ye now see and hear.
Acts 2:34 For David is not ascended into the heavens: but he saith himself, The Lord said unto my Lord, Sit thou on my right hand,
Acts 2:35 Until I make thy foes thy footstool.
Acts 2:36 Therefore let all the house of Israel know assuredly, that God hath made that same Jesus, whom ye have crucified, both Lord and Christ.

This is the gospel message! That Jesus took our punishment for sin on the cross, and remained a perfect Savior through the whole ordeal - proved by His resurrection. He remained holy, even when taking on our sins.

Acts 2:37 Now when they heard this, they were pricked in their heart, and said unto Peter and to the rest of the apostles, Men and brethren, what shall we do?

Praise God for the conviction of the Holy Spirit!, yes ask questions, Jesus has the answer, he is the answer to every question. What shall we do? Praise God for that open door of opportunity. Never be afraid to answer this question. It is the entrance into salvation. We show them Jesus, his death burial and resurrection. This for all who will receive him and the forgiveness of sins.

Acts 2:38 Then Peter said unto them, 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.
Acts 2:39 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.

The promise is to you and to your children, note that this breaks the curse they had, his blood removes the guilt and all curses. By not believing, you are guilty of his blood. For he died because of your sin problem.

John 3:18 He that believeth on him is not condemned: but he that believeth not is condemned already, because he hath not believed in the name of the only begotten Son of God.

Acts 2:40 And with many other words did he testify and exhort, saying, Save yourselves from this untoward generation.

The exact words used to convince others is dependent on the Holy Spirit, there is no one way to convince another of their need of the savior. One thing is sure, we must come to Jesus and be separated unto him. Jesus has said:

Joh 14:6  Jesus saith unto him, I am the way, the truth, and the life: no man cometh unto the Father, but by me. 

Acts 2:41 Then they that gladly received his word were baptized: and the same day there were added unto them about three thousand souls.

Those who received were baptized, those who truly believed received the Holy Spirit, baptized unto Jesus. Three thousand souls were added this day to the kingdom. Here Peter had done a greater work as Jesus predicted.

John 14:12 Verily, verily, I say unto you, He that believeth on me, the works that I do shall he do also; and greater works than these shall he do; because I go unto my Father.

Jesus had completed all that was required to bring others into his kingdom. Others will bring in millions more. This is the time of the great harvest. There have been more saved in these last days then all the preceding years combined.

Luke 15:10 Likewise, I say unto you, there is joy in the presence of the angels of God over one sinner that repenteth.

A soul is delivered from captivity, what greater joy is their then this? Praise God for our living Savior, the Lord Jesus Christ!