The Gospel was the message He brought and preached—the Good News of the government of God. It is necessary to believe the Gospel to receive salvation. The government (or Kingdom) of God is a kingdom of laws. There can be no government without law. It is "he that is baptized" that will be saved. It is part of the divine commission—a required ordinance for salvation!
So the disciples were to teach these nations what Jesus had taught them—the message God had sent Him to deliver and proclaim to the world—the Good News of the government of God. In stating a major commission that His disciples preach the Gospel in this age, Christ commanded baptism. And here He specifically stated "in the name of the Father, and of the Son, and of the Holy Spirit."
In verse 19, the word translated "in" should properly be translated "into." This means that repentant believers are baptized into God the Father, and into Christ the Son, and into the Holy Spirit. But the one who plunges the new repentant believer under the water performs the act in the name of—that is, by authority of, Jesus Christ, because He is "all power"—and that includes all authority, which is given to Him in heaven and in earth. He has all authority! Either we do it by His authority, or else we are doing it without any authority.
The apostles understood this as a divine commission and command; and so, they always baptized repentant believers.
Not into some church organization or denomination. We are to be baptized into the divine family —the family of God. And it is to be done "in the name"—by the authority—of Jesus Christ.
