Acts 2:37-41

"What shall we do?"

The people listening to Peter must have been moved by what he said in order to plead like this to the apostles. This means that they were either struck by the truth that with their sin, it was them who crucified Christ, or that they saw the truth that Jesus is Lord and Messiah. Both truths are powerful tools that God uses to turn the hearts of unbelievers, even today. These truths can be used in coversation with others as you talk to them about Christ. This passage might be a good one for a seeker to understand why Christians have such convictions that their way of life is the only one that leads to God.

Repent and be baptized

Baptism

Baptism, whilst an important ceremony in the life of a christian, is not all that special. It doesn't bring about salvation, nor does it indicate any future in which the person will follow Christ. It's just a public display to tell others that the christian has been saved by Jesus' death and wants to live their life following Him. There might be some christians who don't want to be baptised. This is rare, but it doesn't change their walk with Christ, it doesn't stop them being a follower.

There are questions about which comes first - the Holy Spirit, or baptism. This isn't really important; only the fact that the Holy Spirit is received is important. Since baptism doesn't actually do anything for the person, they can do it whenever they please. It might be more appropriate for them to wait until they have people they want to declare it to. Some people even get baptised a second time to show new people in their lives the importance of their faith.

There are disagreements about who should be baptised. There are passages in the Bible that speak to both sides (whether it's just believers, or believers and their children/household). It's a secondary issue, and doesn't change that chrisitians must also repent

Repentance

Repentance is not just he act of saying sorry. It's an ongoing process of turning away from sin and trying to do what's right. It's quite a difficult thing to do, because it not only means you admitting fault with yourself but it means being vigilant when it comes to temptation to sin. The latter is something that the Holy Spirit can help with.

God loves repentance. It is precious to Him, and a necessary step towards salvation. Obviously it's not our actions that save us, but in order to truly accept Jesus' forgiveness there does need to be that admittance to sinful behaviour.