What appeared from the prophecies to be a single dispensation now appears to fall into a number of dispensations. The future has already begun in Christ. Therefore go and make disciples of all nations. As a matter of fact the only imperative in vv. A disciple of Jesus is someone who has a personal relationship with Him and who passes on His teachings to others.
Baptism is the beginning, the initiation of the disciple.
20. and teaching them to obey everything I have commanded you . In order to become a disciple who passes on the things he has learnt from his Master, the person that received baptism himself must first be taught to obey everything that the Lord Jesus has commanded. Giving oneself up into baptism is the foundation for this kind of education. And surely I am with you always. Jesus concludes his short speech with a promise.