Baptism teaches the necessity of dying to sin,

Romans 6:3-10

Therefore we are buried ... - It is altogether probable that the apostle in this place had allusion to the custom of baptizing by immersion. This cannot, indeed, be proved, so as to be liable to no objection; but I presume that this is the idea which would strike the great mass of unprejudiced readers. But while this is admitted, it is also certain that his main scope and intention was not to describe the mode of baptism; nor to affirm that that mode was to be universal. The design was very different. It was to show that by the solemn profession made at our baptism, we had become dead to sin, as Christ was dead to the living world around him when he was buried; and that as he was raised up to life, so we should also rise to a new life. A similar expression occurs in Col_2:12, "Buried with him in baptism,"  Mat_3:6, Mat_3:16.

Into death

Unto death; that is, with a solemn purpose to be dead to sin and to the world. this as referring to the death of Christ - in order to represent the death of Christ - or to bring us into a kind of fellowship with his death.

We are buried with him by baptism into death - It is probable that the apostle here alludes to the mode of administering baptism by immersion, the whole body being put under the water, which seemed to say, the man is drowned, is dead; and, when he came up out of the water, he seemed to have a resurrection to life; the man is risen again; he is alive! He was, therefore, supposed to throw off his old Gentile state as he threw off his clothes, and to assume a new character, as the baptized generally put on new or fresh garments. I say it is probable that the apostle alludes to this mode of immersion; but it is not absolutely certain that he does so, as some do imagine; for, in the next verse, our being incorporated into Christ by baptism is also denoted by our being planted, or rather, grafted together in the likeness of his death; and Noah’s ark floating upon the water, and sprinkled by the rain from heaven, is a figure corresponding to baptism, 1Pe_3:20, 1Pe_3:21; but neither of these gives us the same idea of the outward form as burying. We must be careful, therefore, not to lay too much stress on such circumstances. Drowning among the ancients was considered the most noble kind of death; some think that the apostle may allude to this. The grand point is, that this baptism represents our death to sin, and our obligation to walk in newness of life: without which, of what use can it or any other rite be?

Raised up from the dead by the glory of the Father - From this we learn, that as it required the glory of the Father, that is, his glorious energy, to raise up from the grave the dead body of Christ, so it requires the same glorious energy to quicken the dead soul of a sinner, and enable him to walk in newness of life.

Baptism teaches the necessity of dying to sin, and being as it were buried from all ungodly and unholy pursuits, and of rising to walk with God in newness of life. Unholy professors may have had the outward sign of a death unto sin, and a new birth unto righteousness, but they never passed from the family of Satan to that of God. The corrupt nature, called the old man, because derived from our first father Adam, is crucified with Christ, in every true believer, by the grace derived from the cross. It is weakened and in a dying state, though it yet struggles for life, and even for victory. But the whole body of sin, whatever is not according to the holy law of God, must be done away, so that the believer may no more be the slave of sin, but live to God, and find happiness in his service.