Now when they heard this, they were pricked in their heart, and said unto Peter and to the rest of the apostles, Men and brethren, what shall we do?

People's New Testament

2:37 When they heard this. The conclusion, supported by such convincing demonstration. Before Peter began to speak they did not understand the signs; but now it was clear to them that they had rejected and crucified the Lord.

Pricked in their heart. Convicted of their sins, and pierced with sorrow. They believed Peter's affirmation; their faith revealed their sin in rejecting Christ. Overwhelmed with sorrow, they ask,

What shall we do? Is there any way that such sinners can be pardoned?

Wesley's Notes

2:37 They said to the apostles, Brethren - They did not style them so before.

Jamieson-Fausset-Brown Bible Commentary

37-40. pricked in their hearts-the begun fulfilment of Zec 12:10, whose full accomplishment is reserved for the day when "all Israel shall be saved" (see on [1939]Ro 11:26).

what shall we do?-This is that beautiful spirit of genuine compunction and childlike docility, which, discovering its whole past career to have been one frightful mistake, seeks only to be set right for the future, be the change involved and the sacrifices required what they may. So Saul of Tarsus (Ac 9:6).

Matthew Henry's Concise Commentary

2:37-41 From the first delivery of that Divine message, it appeared that there was Divine power going with it; and thousands were brought to the obedience of faith. But neither Peter's words, nor the miracle they witnessed, could have produced such effects, had not the Holy Spirit been given. Sinners, when their eyes are opened, cannot but be pricked to the heart for sin, cannot but feel an inward uneasiness. The apostle exhorted them to repent of their sins, and openly to avow their belief in Jesus as the Messiah, by being baptized in his name. Thus professing their faith in Him, they would receive remission of their sins, and partake of the gifts and graces of the Holy Spirit. To separate from wicked people, is the only way to save ourselves from them. Those who repent of their sins, and give up themselves to Jesus Christ, must prove their sincerity by breaking off from the wicked. We must save ourselves from them; which denotes avoiding them with dread and holy fear. By God's grace three thousand persons accepted the gospel invitation. There can be no doubt that the gift of the Holy Ghost, which they all received, and from which no true believer has ever been shut out, was that Spirit of adoption, that converting, guiding, sanctifying grace, which is bestowed upon all the members of the family of our heavenly Father. Repentance and remission of sins are still preached to the chief of sinners, in the Redeemer's name; still the Holy Spirit seals the blessing on the believer's heart; still the encouraging promises are to us and our children; and still the blessings are offered to all that are afar off.