Why were the people in Acts 2 pricked in their heart and ask what to do?
They were pricked in heart because Peter's Pentecost sermon convicted them that they had crucified their promised Messiah, both Lord and Christ. Addressing a great crowd of Jews on covenant ground, Peter accused them of killing and murdering their Messiah, so they asked Peter and the apostles what they should do.
Les explains that Peter is still claiming that Israel crucified their promised Messiah, and indeed they had. In verse 37, when the crowd heard this—that they were guilty—they were pricked in their heart and said to Peter and the rest of the apostles, using the pronoun 'we': 'What shall we do?' Les points out that Peter was not speaking to just 40 or 50 people; he probably had thousands before him in the whole temple complex at the Feast of Pentecost, with Jews from every nation under heaven. Peter was addressing this great crowd of Jews on covenant ground and had accused them of killing and murdering their Messiah. They were so convicted that the Word got up to Peter as he spoke, and they asked what they should do.
Now when they heard this, they were pricked in their heart, and said unto Peter and to the rest of the apostles, Men and brethren, what shall we do?
More Questions
What did the crowd hear that pricked their hearts in Acts 2:37?
In Acts 2:37, 'when they heard this' refers to hearing that they had crucified their Messiah, and this pricked/convicted their hearts.
What is the difference between the question asked in Acts 2 and the question asked in Acts 16?
In Acts 2, the question 'what shall we do?' is asked by the Jewish nation of Israel on trial, while Acts 16 is Gentile ground and an individual asks 'what must I do?', and Les says this difference is all the difference in the world.