Jesus wants his followers, Christians, to listen to him and be obedient to the Father who loves us and calls us to himself. The Father who Jesus refers to is the same God who called Abraham and established the Jewish nation and brought them back from captivity in Babylon. He has been faithful to this people for a long time.
Now he has brought forth Jesus who is ready to lead them into a new era called the Age of Grace. Sometimes it's called the Church Age. Now we are called to obedience, but we are released from the oppressive weight of the Jewish Law and we live in Grace manifested in the love of Jesus.
Hear the Father's voice calling, "Come to me. Come lay your burdens on Jesus. Come love and be free of sin." It sounds so easy, but you do have to respond to the Father and the Son.