Everyone at some point in their life has to deal with the identity of Jesus; it's usually the turning point in that person's life, whether they realize it or not. Such it was for Blake. Look again at Song 52 of Songs of Innocence and Experience:
"The death of Jesus set me free"! With 'me' I think Blake was talking about everyone (Albion, Everyman, you and me). Just what did the 'death of Jesus' mean to him? 'Jesus died for our sins'; but in Blake's system there was no Sin, only Error!
When we perceive our Error (of treating Jesus lightly) a Last Judgment falls on us, Blake's equivalent to Freedom.
He began in grave error; he equated Freedom with License; (he proposed a concubine!) But he saw that License meant self indulgence; it meant Hatred, War.
In contrast Jesus meant Forgiveness.
So he turned, and experienced the Moment of Grace and became a New Man; the Vision, denied for the twenty years he had chosen Commerce over Art, returned and Visions began to pour forth from his enlightened mind.
(Having sold himself to Hayley, he relativized Hayley).
In the general case we all have forgiveness to do; but too often we are completely unaware of our lack and our need. If we die in that condition the Last Judgment comes with death.
"But when once I did descry,
The Immortal Man that cannot Die
Through Evening shades I hast away
To close the Labors of my Day"
When you perceive Immortality, and know it's for you, you no longer have any terror of physical death.
This is a small part of what Jesus meant to Blake.