How do you come to Jesus?

In Matt. 11:28, Christ invites us to come unto Him and He tells us that if we do, he will give us rest. Recently, I've been studying scriptures like Matt. 11:28 in which Christ invites or commands us to come unto Him, in order to understand a bit more what that really means. What does it mean to come unto Christ? How do you do it? I have come to some conclusions from my personal study, but I would love to hear your thoughts.