Jamieson, Fausset and Brown on Acts 2:37-40

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 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).