Those who declare publicly that they belong to me, I will do the same for them before my Father in heaven. But those who reject me publicly, I will reject before my Father in heaven.
(Gospel of Matthew chapter 10 verse 32 - 33, Good News Translation)
Jesus of Nazareth is the Messiah, a king, and the ancients understood this well enough (see Gospel of Luke 23.2 or Acts of the Apostles 17.7 for example). He sits on a high and lofty throne ruling a very real kingdom of which we are citizens (Letter to the Philippians 3.20). In New Testament times "declaring publicly that you belong" to this king (or "confess him," as the old Bibles put it) was seen as nothing less than sheer disloyalty to the empire and, as most people know, could get you tortured and killed.
Over the past 2000 years though this fact -- that Christianity is a clash of kingdoms and in today's scripture Jesus is asking us to choose sides in the conflict -- has mostly been stripped away. In the 21st century we see "confessing Jesus" as simply picking a belief system that we feel comfortable with. And the unspoken assumption often is that we can always switch to another system if the first one gets uncomfortable.
But for Jesus, we don't declare allegiance to a belief system, we declare allegiance to him as king. And the stakes are rather serious.
Saturnius said, "...Swear by the genius of our lord the Caesar!"
Speratus answered, "I do not recognize any empire of this present age. I serve that God whom no person has seen, or can see with these eyes. I have not stolen. On the contrary, when I buy anything I pay my taxes, for I know only one Lord, the king of kings, the ruler of all nations.
(Acts of Martyrs, official court minutes from Carthage, July 17, 180)