Jesus gave His great commission to His disciples before He ascended in bodily form into heaven. It is found in Matthew, Mark, Luke, and John:

"Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: teaching them to observe all things whatsoever I have commanded you: and, lo, I am with you alway, even unto the end of the world. Amen." - Matthew 28:19-20

"And he said unto them, Go ye into all the world, and preach the gospel to every creature. He that believeth and is baptized shall be saved; but he that believeth not shall be damned. And these signs shall follow them that believe; in my name shall they cast out devils; they shall speak with new tongues; they shall take up serpents; and if they drink any deadly thing, it shall not hurt them; they shall lay hands on the sick, and they shall recover." - Mark 16:15-18

"And said unto them, Thus it is written, and thus it behoved Christ to suffer, and to rise from the dead the third day: and that repentance and remission of sins should be preached in his name among all nations, beginning at Jerusalem. And ye are witnesses of these things. And, behold, I send the promise of my Father upon you: but tarry ye in the city of Jerusalem, until ye be endued with power from on high." - Luke 24:46-49

"Then said Jesus to them again, Peace be unto you: as my Father hath sent me, even so send I you. And when he had said this, he breathed on them, and saith unto them, Receive ye the Holy Ghost: whose soever sins ye remit, they are remitted unto them; and whose soever sins ye retain, they are retained." - John 20:21-23

In each of these accounts, Jesus sent out His disciples. Matthew emphasized they were to go and teach; Mark emphasized they were to go and preach the gospel; Mark emphasized they were to go and preach repentance and remission of sins; John emphasized they were to go with the message of peace/reconciliation.

Go ye therefore, and teach all nations/ Go ye into all the world, and preach the gospel to every creature/ Repentance and remission of sins should be preached in his name among all nations/ Peace be unto you: as my Father hath sent me, even so send I you.

In each of these accounts, Jesus was commissioning them to baptize in His name for the remission of sins. Each writer emphasized a different aspect. Matthew emphasized there is one name in baptism; Mark emphasized baptism saves; Luke emphasized there is remission of sins through His name; John emphasized peace (reconciliation) and authority to remit sins by baptism.

Baptizing them in the NAME of the Father, and of the Son, and of the Holy Ghost/ He that believeth and is baptized shall be SAVED/ Repentance and REMISSION OF SINS should be preached in His NAME/ Whose soever SINS YE REMIT, THEY ARE REMITTED unto them; and whose soever sins ye retain, they are retained.

In each of these accounts, Jesus foretold of receiving His Holy Ghost, which is His presence in them. Matthew emphasized that the Holy Ghost is Jesus; Mark emphasized the Holy Ghost comes with the speaking in tongues; Luke emphasized the Holy Ghost is the promise and would come with power; John emphasized the Holy Ghost would come like breath and that the Holy Ghost needs to be received.

And, lo, I am with you alway / they shall speak with new tongues/ I send the promise of my Father upon you: but tarry ye in the city of Jerusalem, until ye be endued with power from on high/ He breathed on them, and saith unto them, Receive ye the Holy Ghost.

(Side note regarding “breathed on them”: “Breath” and “wind” is the same word in Hebrew – and “wind” and “Holy Ghost”/”Spirit” is the same word in Greek. (Ezekiel 37:9, John 3:8) Jesus said there was a sound just as with the wind with everyone born of the Spirit.)

The Great Commission began its fulfillment in Jerusalem on the Day of Pentecost. On that day, the Holy Ghost was first poured out. On that day, the gospel was preached. On that day, souls were baptized in Jesus name for the remission of sins.

"And suddenly there came a sound from heaven as of a rushing mighty wind, and it filled all the house where they were sitting. ... And they were all filled with the Holy Ghost, and began to speak with other tongues, as the Spirit gave them utterance." - Acts 2:2, 4

There was a sound as of a wind, and there was speaking with other tongues.

Then, Apostle Peter preached the gospel message.

"Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost. For the promise is unto you, and to your children, and to all that are afar off, even as many as the Lord our God shall call." - Acts 2:38-39

Peter preached the gospel of peace/reconciliation by repentance and remission of sins in the name of Jesus through baptism, and the promise of receiving the Holy Ghost.

"And with many other words did he testify and exhort, saying, Save yourselves from this untoward generation." - Acts 2:40

By the authority given to them by Jesus, the apostles then remitted the sins of about three thousand souls by baptizing them in the name of Jesus for the remission of sins. They were also baptized with the Holy Ghost speaking in tongues as the Spirit gave them utterance.

How would we know this?

Those disciples in the upper room were already baptized in Jesus name and then filled with the Holy Ghost. Then, about three thousand souls were "baptized" (water and Spirit) and "were ADDED unto them."

"Then they that gladly received his word were baptized: and the same day there were added unto them about three thousand souls." - Acts 2:41

"And they continued stedfastly in the apostles' doctrine and fellowship, and in breaking of bread, and in prayers. ... Praising God, and having favour with all the people. And the Lord added to the church daily such as should be saved." - Acts 2:42, 47 KJV