Notice what Paul says in the opening verses:
1 What shall we say then? Are we to continue in sin that grace may abound? 2 By no means! How can we who died to sin still live in it? 3 Do you not know that all of us who have been baptized into Christ Jesus were baptized into his death? 4 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. Romans 6:1-4 (ESV)
With the aforementioned thought in mind, allow me to share an excerpt of Warren Wiersbe’s treatment of the 4th verse in particular. This I believe will best explain in a nutshell our study of this marvelous passage.
“Historians agree that the mode of baptism in the early church was immersion. The believer was "buried" in the water and brought up again as a picture of death, burial, and resurrection. Baptism by immersion (which is the illustration Paul is using in Romans 6) pictures the believer's identification with Christ in His death, burial, and resurrection. It is an outward symbol of an inward experience. Paul is not saying that their immersion in water put them "into Jesus Christ," for that was accomplished by the Spirit when they believed. Their immersion was a picture of what the Spirit did: the Holy Spirit identified them with Christ in His death, burial, and resurrection. This means that the believer has a new relationship to sin. He is "dead to sin." If a drunk dies, he can no longer be tempted by alcohol because his body is dead to all physical senses. He cannot see the alcohol, smell it, taste it, or desire it. In Jesus Christ we have died to sin so that we no longer want to "continue in sin." But we are not only dead to sin; we are also alive in Christ. We have been raised from the dead and now walk in the power of His resurrection. We walk in "newness of life" because we share His life. "I have been crucified with Christ and I no longer live, but Christ lives in me" (Galatians 2:20).” - Pause for Power