Dallas Willard speaks of a kingdom or rule as "the range of a person's effective will." Part of the good news of the kingdom of heaven is that Jesus has made a way for us to live in the kingdom of God, that is, to live within his effective will.
We too have kingdoms. It is the things we have a say over, the things in which we get to make a decision. Jesus was at home in God's effective will. He exercised his will in union with his Father, and thus their kingdoms were unified.
His invitation is to teach us how to do the same thing. As we accept this invitation from Jesus to learn how to live that way, we experience more and more of the purpose and belonging that so pervaded his life.
Because this comes from a merging of the things we have say over with the things God has a say over, it becomes clear that we must merge our actual and practical life with the will of God, not merely agree to a set of ideas about him or have some vague respect for him or even set aside part of our lives for him.
Jesus knows how to live within the kingdom of God, and he is ready to teach anyone who will listen.