No wonder they killed Jesus. His definition of Himself demanded a reaction. You could either accept what He claimed to be: the Door (10:7,9), the Good Shepherd (10:11), One with the Father (10:30)! Or you could reject it, dismiss it as of no importance, or get mad at Him for uttering such obvious blasphemy. Of course, this was merely the pretense for destroying the Man whose influence could not be tolerated.
They would not listen, because they were not His sheep. So if we are to be His sheep, we must listen. If we want to enter, we must enter by the door. If we want to accept the sacrifice of His life, laid down for us, we must accept Him as our Shepherd. This of course is often going to require change on our part, a change of direction as our Shepherd redirects us verbally when we are wrong, as we sit under His tutelage and feed on His word and that word forms and molds our conscience, our heart, our desires. Sometimes that will be hard work, at least at first, as we give up something we love that is incompatible with life in Christ and struggle to find alternatives we can enjoy with Him; sometimes that will be hard work as we replace deep-set habits with new habits. Sometimes it will get easier as time goes on: we find new enjoyable ways to live, we build new habits, and habits are actually easy because they come so automatically.
Of course, if we do not listen, if we do not accept His shepherding, we are not of His sheep, and we are the ones guilty of murdering Him.
Good Shepherd, have compassion on us. All we like sheep have gone astray; we have turned every one to His own way. Pastor us, Lord.