What is the Kingdom that we are to pray come? In one sense, you can say that the Kingdom of God, or the Kingdom of Heaven in Matthew’s gospel, is the government of God: the fact that God is ruler over all, and the Kingdom of heaven is how God rules all. When we think of the Kingdom of Heaven as the government of God, then one wonders, “What’s to come? Doesn’t God already rule over all? Don’t the scriptures teach us this?” Well, yes and no.