Go therefore and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, teaching them to observe all that I have commanded you. And behold, I am with you always, to the end of the age.
There is one command in the Great Commission: MAKE DISCIPLES. Literally it is one word that we could coin in English from it: "disciple-ize". It is the life's work that Jesus expects of His followers. We must be disciples who through proclamation of the gospel make other disciples of Jesus.
There are both a "where" and a "how" to this command. The "where" is worldwide... "go" to "all nations". That's pretty intense. The word "nations" is the same Greek word that gives us "ethnic" in English. No people group on the planet is exempt from Jesus' scope of vision. All ethnicities need the gospel.
The "how" is also clear: we baptize and teach disciples. How do we know someone has truly trusted the gospel? Jesus' own clear expectation is that their statement of belief is followed by a public identification with Him and His church in baptism. How do we grow as disciples? We teach what Jesus taught and continue to learn from Him. Thus we make disciples of all people groups, baptizing them when they believe, and teaching them to follow Jesus.