If this world is considered jail then the question comes how to come out of this jail?
In general, if a criminal wants to come out of prison, he is supposed to abide by the rules and regulations of the prison. At least he should not break them inside the prison and at the same time should REPENT for his crime or past misdeeds which he has been committed.
Similarly, this world is described as a prison in the scriptures and if living wanting to come out of this prison then he is supposed to abide by the rules and regulations made by God and simultaneously REPENT for his past misdeeds or crime that he has committed towards the supreme lord.
Now what is that crime committed by living entity for which he is put into this prison, is mentioned in the Bhagavad Geeta 7.27
Icchā-dveṣa-samutthena dvandva-mohena bhārata
sarva-bhūtāni sammohaṁ sarge yānti paran-tapa
O scion of Bharata, O conqueror of the foe, all living entities are born into delusion, bewildered by dualities arisen from desire and hate.
Also what is the attitude of the living entity after coming to this prison is also given in BG 16.13-15
idam adya mayā labdham imaṁ prāpsye manoratham
idam astīdam api me bhaviṣyati punar dhanam
asau mayā hataḥ śatrur haniṣye cāparān api
īśvaro ’ham ahaṁ bhogī siddho ’haṁ balavān sukhī
āḍhyo ’bhijanavān asmi ko ’nyo ’sti sadṛśo mayā
yakṣye dāsyāmi modiṣya ity ajñāna-vimohitāḥ
The demoniac person thinks: “So much wealth do I have today, and I will gain more according to my schemes. So much is mine now, and it will increase in the future, more and more. He is my enemy, and I have killed him, and my other enemies will also be killed. I am the lord of everything. I am the enjoyer. I am perfect, powerful and happy. I am the richest man, surrounded by aristocratic relatives. There is none so powerful and happy as I am. I shall perform sacrifices, I shall give some charity, and thus I shall rejoice.” In this way, such persons are deluded by ignorance.
Now what to do to reform such type of mentality or what are the rules and regulations given by the supreme lord is also given in the BG 5.29
bhoktāraṁ yajña-tapasāṁ sarva-loka-maheśvaram
suhṛdaṁ sarva-bhūtānāṁ jñātvā māṁ śāntim ṛcchati
A person in full consciousness of Me, knowing Me to be the ultimate beneficiary of all sacrifices and austerities, the Supreme Lord of all planets and demigods, and the benefactor and well-wisher of all living entities, attains peace from the pangs of material miseries.
patraṁ puṣpaṁ phalaṁ toyaṁ yo me bhaktyā prayacchati
tad ahaṁ bhakty-upahṛtam aśnāmi prayatātmanaḥ
If one offers Me with love and devotion a leaf, a flower, a fruit or water, I will accept it. BG (9.26)
man-manā bhava mad-bhakto mad-yājī māṁ namaskuru
mām evaiṣyasi satyaṁ te pratijāne priyo ’si me
Always think of Me, become My devotee, worship Me and offer your homage unto Me. Thus you will come to Me without fail. I promise you this because you are My very dear friend. BG(18.65)
By implementing these teachings of the Lord in our lives and repenting for our mischievous behaviour by calling out the holy name (Hare Krishna Hare Krishna Krishna Krishna Hare Hare Hare Ram Hare Ram Ram Ram Hare Hare) we can easily come out of this prison-like world and go back to god, where life is full of knowledge, bliss and eternity.