What does Matthew 28 16 20 mean?

In very simple terms, it means that there is a cost in following Christ but the benefit is that you are releived of all your burdens of sin, despair, and hopelessness. The yoke of Christ means you have to give your life to him, which requires sacrifices and may involve persecution---as Jesus himself experienced. If we are servants of Christ, then we are under his leadership. Some servants are called to a life of sacrifice of their will. Some are called to be single or to go to other countries. The Apostles were called to die for their Lord. All 12 Apostles except 1 were martyred and John was boiled in hot oil and yet lived. Mat 11:28-30 KJV Come unto me, all ye that labour and are heavy laden, and I will give you rest. [v. 29] Take my yoke upon you, and learn of me; for I am meek and lowly in heart: and ye shall find rest unto your souls. [v. 30] For my yoke is easy, and my burden is light.