Repeating a person's name is a Hebrew expression of intimacy. When God speaks to Abraham at Mount Moriah, as he is about to plunge the knife into the breast of Isaac, He says, "Abraham, Abraham." Or when God encourages Jacob in his old age to take the trip to Egypt, He says, "Jacob, Jacob" (Genesis 22:11, 46:2). Compare the call of Moses from the burning bush: "Moses, Moses," or the call of Samuel in the night, "Samuel, Samuel" (Exodus 3:4; 1 Sam 3:10). Or consider David's cry of agony, "Absalom, Absalom," and Jesus' cry of desolation on the cross, "My God, my God." (2 Samuel 18:33; Matt 27:46). When Jesus comforted Martha, when He warned Peter, and when He wept over Jerusalem in each case we find the word repeated for intimacy's sake (Luke 10:41; 22:31; Matt 23:37). 

So when Jesus says, "Not everyone who says to me, 'Lord, Lord,' will enter the kingdom of heaven," he is pointing out a false intimacy. People who say they love God, and use the right language, but in truth their hearts are far away.