In this question: What would be the way to say "Have a good Hajj" to someone who is about to travel to Saudi Arabia for their Hajj?
One answer suggested to ask people that go for Hajj, to "make dua for us". I asked in a comment what that means, and was told: "With respect to your question on 'make dua for us' I'd recommend you ask it as a separate question as there are a lot of Hadith on the subject that you will receive as answers and inshallah they will increase knowledge."
I am now very curious what this phrase means.