What must I do?
"What must I do to be saved!?"
"Believe in the Lord Jesus, and you shall be saved, you and your household." (Acts 16:31)
"...Teacher, what good deed must I do to have eternal life?...
If you would enter life, keep the commandments." Matthew 19:15-17
Notice the to different answers. One asks about salvation ... which means he sees his own desperate need and spiritual bankruptcy. The second question asks about what to do to get something? Jesus answers with the requirement of perfect obedience to God's Law.
As Luther said, the law is for the proud and the gospel for the brokenhearted.