How should they hearken to Hashem?
Malbim: Do not cast off the Navi's words, i.e. the etiquette and conduct that I gave for matters Bein Adam l'Chavero.
Why does it say "Ami" and "Le'umi"?
Malbim: They are called Am due to conduct, and Le'um due to creed.
What Torah will come from Hashem?
Rashi: The Nevi'im's words are Torah.
Radak: "Ki mi'Tziyon Tetzei Sorah" (2:3). Melech ha'Mashi'ach will teach nations to go in Hashem's ways after the war of Gog and Magog.
Malbim: It will be for the entire world.
What is the meaning of "u'Mishpati l'Or Amim Argi'a"?
Rashi: Mishpat [of the Torah], in the end they will be rest for the nations. I will switch them [from idolatry] to serve Me (Tzefanyah 3:9).
Radak #1: This is like it says "v'Shafat Bein ha'Goyim" (2:4). Mashi'ach will enlighten the nations about Hashem's ways, judge between them and rebuke them, so they will have Shalom with each other - "v'Chitesu Charvosam l'Itim