The Great Commission is the final command of Christ that is found in Matthew 28:18-20 where Jesus said, “…All authority has been given to Me in heaven and on earth. 19 Go therefore and make disciples of all the nations, baptizing them in the name of the Father and the Son and the Holy Spirit, 20 teaching them to observe all that I commanded you; and lo, I am with you always, even to the end of the age.” 

Jesus commissioned the Christians to go out into the world and evangelize through the preaching of the gospel (Rom. 1:16) and making disciples.

See also How should Christians fulfill the Great Commission?