Romans 6:3-5 “Do you not know that all of us who have been baptized into Christ Jesus were baptized into his death?  We were buried therefore with him by baptism into death, in order that, just as Christ was raised from the dead by the glory of the Father, we too might walk in newness of life.  For if we have been united with him in a death like his, we shall certainly be united with him in a resurrection like his.”
Paul says very clearly in this text that in Holy Baptism we are not just baptized into Christ Jesus, we are baptized into his death and resurrection.
This fits in well with what Jesus himself says:
Matthew 16:24–26 “Then Jesus told his disciples, ‘If anyone would come after me, let him deny himself and take up his cross and follow me.  For whoever would save his life will lose it, but whoever loses his life for my sake will find it.  For what will it profit a man if he gains the whole world and forfeits his soul? Or what shall a man give in return for his soul?’”
Matthew 10:37–39 “Whoever loves father or mother more than me is not worthy of me, and whoever loves son or daughter more than me is not worthy of me.  And whoever does not take his cross and follow me is not worthy of me.  Whoever finds his life will lose it, and whoever loses his life for my sake will find it.”
We lose our lives when we are baptized into Christ but that is a good thing. It is only by losing our lives that we find it, that we keep it for eternal life.
Or as Jesus says in John 12:24–25 “Truly, truly, I say to you, unless a grain of wheat falls into the earth and dies, it remains alone; but if it dies, it bears much fruit.  Whoever loves his life loses it, and whoever hates his life in this world will keep it for eternal life.”
As Jesus says here our lives are no different than seeds. A seed must fall to the earth and die in order to bear fruit. In order to keep our lives we have to fall to the earth and die through our baptism into Christ but in so doing we bear much fruit. Whoever hates his life in this world will keep if for eternal life.
So we die with Christ in Holy Baptism but then we are also raised with him. We are raised to a new life, a life that is no longer subject to sin and that will reach its ultimate fulfillment in heaven.
Romans 6:8–11: “Now if we have died with Christ, we believe that we will also live with him.  We know that Christ, being raised from the dead, will never die again; death no longer has dominion over him.  For the death he died he died to sin, once for all, but the life he lives he lives to God.
Many attempts are made to separate Jesus from his death and resurrection. Things like, “Jesus didn’t really die he only appeared to die. Jesus did not really rise from the dead.”
Or there is, “His death was not really necessary. It was not part of God’s plan. God would never let his dear Son die.”
All kinds of reasons are given to separate Jesus from his death and resurrection. But Jesus without his death and resurrection does not benefit us. As Paul says in I Corinthians 1:22-24, “For Jews demand signs and Greeks seek wisdom,  but we preach Christ crucified, a stumbling block to Jews and folly to Gentiles,  but to those who are called, both Jews and Greeks, Christ the power of God and the wisdom of God.”
When we speak of Christ we speak of Christ crucified. This is the only thing that brings lasting comfort to sinners. Jesus, the beloved, almighty Son of God, died for me on the cross and rose from the dead to win my salvation.
Holy Baptism unites us with Jesus in his death and resurrection. We are not just baptized into Christ we are baptized into his death and resurrection. We enter the waters of Baptism as sinners but then through baptism into the death and resurrection of Jesus we emerge from the water with a whole new life.