What must I do?

"When the people heard this, they were cut to the heart and said to Peter and the other apostles, 'What shall we do?'"
(Acts 2:37)

Peter told believers, who knew they had sinned, what to do!
"Peter replied, ‘Repent and be baptized, every one of you, in the name of Jesus Christ for the forgiveness of your sins. And you will receive the gift of the Holy Spirit."
(Acts 2:38)

Repent
 To change one’s mind and go in God’s direction.

Related Verses

"For God so loved the world that He gave his one and only Son, that whoever believes in Him shall not perish but have eternal life."
(John 3:16)

"...That if you confess with your mouth, ‘Jesus is Lord’, and believe in your heart that God raised Him from the dead, you will be saved."
(John 10:9)

Baptism