What does "make dua for us" mean?

In this question: https://islam.stackexchange.com/questions/56253/what-would-be-the-way-to-say-have-a-good-hajj-to-someone-who-is-about-to-trave/ One answer suggested to ask people that go for Hajj, to "make dua for us". I asked in a comment what that means, and was told: "With respect to your question on 'make dua for us' I'd recommend you ask it as a separate question as there are a lot of Hadith on the subject that you will receive as answers and inshallah they will increase knowledge." I am now very curious what this phrase means.