Allah threatens those who associate anything else with Him and worship anything with Him. He informs that those who associate others with Allah:

[لاَ بُرْهَانَ لَهُ]

(of whom he has no proof), meaning no evidence for what he says. Then Allah says:

[وَمَن يَدْعُ مَعَ اللَّهِ إِلَـهَا ءَاخَرَ لاَ بُرْهَانَ لَهُ بِهِ]

(And whoever invokes, besides Allah, any other god, of whom he has no proof;) this is a conditional sentence, whose fulfilling clause is:

[فَإِنَّمَا حِسَابُهُ عِندَ رَبِّهِ]

(then his reckoning is only with his Lord.) meaning, Allah will call him to account for that. Then Allah tells us:

[إِنَّهُ لاَ يُفْلِحُ الْكَـفِرُونَ]

(Surely, disbelievers will not be successful.) meaning, they will not be successful with Him on the Day of Resurrection; they will not prosper or be saved.

[وَقُل رَّبِّ اغْفِرْ وَارْحَمْ وَأنتَ خَيْرُ الرَحِمِينَ ]

(And say: "My Lord! Forgive and have mercy, for You are the best of those who show mercy!'') Here Allah is teaching us to recite this supplication, for forgiveness, in a general sense, means wiping away sins and concealing them from people, and mercy means guiding a person and helping him to say and do good things.