Okay, so we don't know exactly what will happen, in what order, or when. We can pepper our conversations with references to the Rapture, the Tribulation, the Anti-Christ, and the like, but if this event is surrounded by so much uncertainty, how can it be important?
I've got four kids and they all want turns at the computer. They've always insisted that all of their turns be of the same length, but they weren't very good at watching the clock and relinquishing the keyboard. So, I wrote a little program. At the end of a specified interval, it yells at them, with my voice, "Hey! Time's up! Tiiiime's up!" Sometimes they're watching closely and they know when it's coming and they're prepared. Other times, they're deeply involved in whatever they're doing and are surprised by it. They know they've still got to hurry off, though, or the next person will complain and that will start a fight and I'll get grumpy and start taking away people's turns.
When Jesus comes back, he's essentially going to be saying, "Time's up!" Everyone will have had all the chances they're going to get. God's perfect justice will be done. Up to that point, God will be content in his mercy, allowing more opportunities for repentance, consequently allowing injustice to seemingly thrive. But only up to that point and no farther. Jesus will come, there will be judgment, and anyone whose sins have not already been punished in the person of Jesus will face punishment themselves.
That's what makes this so important. If you miss out on this, you've missed out on The Big Thing. We don't know when Jesus is coming, but we have to live our lives as if it was going to happen any second. We can't just keep saying, "I'll start thinking seriously about all this when I'm older". We have to pay attention to the signs and indicators and be ready to go. More, we have to help other people get ready. There's a very popular series of books that fictionalizes the events leading up to the Second Coming. The title perfectly captures the tragic sense of loss felt by those who get this wrong: "Left Behind". I don't want to be left behind, and I don't want anyone else to be left behind. I can't make other people's decisions for them, but I can make sure that I tell them what's coming. I need to use the resources and gifts I've been given to show them that Christianity is true, important, and urgent.