Contextually Jesus was giving a tribute to John the Baptist 11:7-19. Next He was speaking against the cities that did not repent (change their thinking concerning the Christ) after witnessing the miracles He preformed there 11:20-24. Then He begins His prayer:
I praise You, Father, Lord of heaven and earth, that You have hidden these things from wise and intelligent and have revealed them to infants. Yes, Father, for this way was well-pleasing in Your sight. All things have been handed over to Me by My Father; and no one knows the Son except the Father; nor does anyone know the Father except the Son, and anyone to whom the Son wills to reveal Him.
Here Jesus is speaking against the religious authorities and the general population that did not recognize Him. By using the word "know" Jesus is speaking of intimate, personal knowledge. Jesus is speaking of His relationship with the Father. The people knew and practiced the Law, but their hearts were far from the Father and Him. Had they been close to God they would have recognized the Son that was sent with power (miracles) and would have received their Messiah. They worked hard to obey the Law. In this time it was thought if someone was able to keep the Law for 24 hours perfectly the Messiah would come, so many religious minded people maintained this practice regularly.
Then Jesus turns His attention to the crowd:
Come to Me, all who work to exhaustion, and I will give you rest. Take My yoke upon you and learn from Me, for I am gentle and humble in heart, and you will find rest for your souls. For My yoke is pleasant and My burden is light.
Jesus here is stating follow my teachings for they are pleasant. I am humble and gentle in heart. Take notice what directly follows:
At that time Jesus went through the grainfields on the Sabbath, and His disciples became hungry and began to pick the heads of grain and eat. But when the Pharisees saw this, they said to Him, “Look, Your disciples do what is not lawful to do on a Sabbath.” But He said to them, “Have you not read what David did when he became hungry, he and his companions, how he entered the house of God, and they ate the consecrated bread, which was not lawful for him to eat nor for those with him, but for the priests alone? “Or have you not read in the Law, that on the Sabbath the priests in the temple break the Sabbath and are innocent? “But I say to you that something greater than the temple is here. “But if you had known what this means, ‘I desire compassion, and not a sacrifice,’ you would not have condemned the innocent.
Jesus is teaching these that they have a heart problem. They were busy attempting to obey the Law so much so they abandoned the spirit behind obedience; love. They had no compassion. Their hearts were far from God for lack of love while filled with self determination.
So then to turn to your question. Jesus' yoke is love. Jesus' burden is compassion. And the work of God is belief.
Therefore they said to Him, “What shall we do, so that we may work the works of God?” Jesus answered and said to them, “This is the work of God, that you believe in Him whom He has sent.”
This is His commandment, that we believe in the name of His Son Jesus Christ, and love one another, just as He commanded us. The one who keeps His commandments abides in Him, and He in him. We know by this that He abides in us, by the Spirit whom He has given us.
