We often misunderstand Revelation 3:20. It seems so nice. Jesus knocks, He doesn't force Himself on anyone. He just wants to be friends, take it or leave it. But Jesus doesn't knock as some kindly stranger asking for permission to come in. He knocks as the long arm of the law, with full authority to demolish the door, the house, and its inhabitants if it is not opened.
This is first seen in the fact that Revelation 3:20 comes after some very firm, sometimes stern letters to 7 churches. These letters contain a healthy mixture of both praise and warnings. To the "good" churches, Jesus speaks praise. To the "bad" churches, Jesus says "nevertheless, I have this against you..." and describes the horrible consequences of failing to correct their errors.
Jesus, you see, is our Master. Not only is He a King who will certainly punish treasonous blasphemers who refuse to receive the eternal life He offers, but He is also going to judge His Church. Various parables He told throughout His life warn us of this fact.
One example is the Parable of the Ten Minas. In Luke 19:11-27, Jesus tells a parable in which a king goes away, leaving his servants with some minas. When he returns, he settles accounts. One of his servants says "your mina has earned 10 minas". Another says "your mina has earned 5 minas". The third says "I buried your mina, here, you can have it back now."
Unbelievers are mentioned in the parable. When the king goes away, some of his citizens rebel against him, and when he comes back, he executes them. This is the judgement God will execute on the unbelieving world. But the three servants all represent the Church. The unfaithful servant is not killed like the treasonous mob, but the king does say "Take the mina from him, and give it to him who has ten minas."
Similarly, we read a scary warning in 1 Corinthians 3:11-15: "For no other foundation can anyone lay than that which is laid, which is Jesus Christ. Now if anyone builds on this foundation with gold, silver, precious stones, wood, hay, straw, each one’s work will become clear; for the Day will declare it, because it will be revealed by fire; and the fire will test each one’s work, of what sort it is. If anyone’s work which he has built on it endures, he will receive a reward. If anyone’s work is burned, he will suffer loss; but he himself will be saved, yet so as through fire."
We can all be like the servant who earned 10 minas. If not, we can at least be like the one who made 5. At the very least, we can do what the servant who hid his mina should have done, giving our "minas" (our skills and our resources) to those who can help us be "profitable" to God in some way. Failing all of this, we can still be saved. All salvation requires is faith. But we need not think faith is enough beyond salvation. Works naturally accompany faith.
And so when Jesus "knocks", it is not a polite "aren't you going to let me in?" It is a very firm "let's talk business. We can do it the easy way or the hard way." Let us not forget, Jesus is our Master. Watch, lest He find you sleeping (Mark 13:36).