In v. 19 Jesus tells the man from whom he cast out "Legion" to go tell his countrymen "what great things the Lord has done from you." Then in v. 20 Mark writes that the man went out to proclaim "all that Jesus had done for him." The indirect implication: Jesus is equivalent to the Lord (the God of the Old Testament).
Compare Luke’s version of the story:
Luke 8:39 "Return to your own house, and tell what great things God has done for you." And he went his way and proclaimed throughout the whole city what great things Jesus had done for him.
A great Christological lesson is being taught indirectly at the end of this passage. An affirmation is being made about Jesus’ identity.
Last Saturday morning while I was sitting at home in my pajamas, a couple of well dressed Jehovah’s Witnesses came to my door and I was able to talk with them for a few minutes about what the Scriptures say about Christ. I was able to turn with them in their "New World Translation" to Mark 5:19-20 and then Luke 8:39. We also looked at John 10:30 ("I and my Father are one"); to Thomas’ words in John 20:28 ("My Lord and my God!") and Paul’s words in Romans 10:9 (If you confess with your mouth "Jesus is Lord"…). They made no concessions, but maybe some seeds of doubt were sown in their minds that might dislodge their acceptance of what JWs teach about who Scriptures say Jesus is.