Reverend Dimmesdale saying "Come, my little Pearl" is significant because it is his public confession that Pearl is his daughter.
After he finishes his sermon, Reverend Dimmesdale shows people that he is not 'the holiest man in New England' as everyone thinks by revealing that Pearl, Hester's daughter, is his illegitimate child. When he tells his secret, Hester and Pearl stand by his side and both of them are witness of the A that he has carved into his skin, which symbolizes that the Reverend is a sinner. After he confesses his sin and asks for forgiveness, Reverend Dimmesdale dies on the scaffold.