God’s word says: "Now if anyone does not have the Spirit of Christ, he is not His" (Romans 8:9). In plain language, you must have Christ’s Spirit in you or you are not a Christian—you have never been converted.

...A truly converted person is filled with and led by the Holy Spirit of God. God places and lives His very life within us through His Holy Spirit. By this means, we are begotten of Him as children and thus partake of His very nature! "For as many as are led by the Spirit of God, these are sons of God" (Romans 8:14).

...In Romans 5:5, God tells us: "The love of God has been poured out in our hearts by the Holy Spirit who was given to us." Through His Spirit, God gives us His love. Thus we partake of His nature—His character. And God’s character is expressed in the spiritual principles contained in the Ten Commandments—obedience to God’s Law. "For this is the love of God, that we keep His commandments. And His commandments are not burdensome" (1 John 5:3).
God’s Spirit leads us to obey Him as our Maker and Ruler. The Apostle Peter was inspired to write of "the Holy Spirit whom God has given to those who obey Him" (Acts 5:32).
Real conversion, then, involves a genuine surrender to obey God and His Laws. In Acts 2:38, Peter was inspired to tell how to be converted. He said: "‘Repent, and let every one of you be baptized in the name of Jesus Christ for the remission of sins; and you shall receive the gift of the Holy Spirit."
You repent of sin. And what is the Bible definition of sin? "Sin is lawlessness" (1 John 3:4). That is the Bible definition of sin—breaking God’s Law! So to really be converted, you must repent of breaking God’s Law. Remember that Jesus Christ, in the New Testament, magnified this Law—particularly in Matthew 5 and the Sermon on the Mount as a whole. We are to keep not only the letter but the spirit or intent of God’s Law in every phase of our lives.
Jesus said: "Man shall not live by bread alone, but by every word of God" (Luke 4:4). You must repent of disobeying God’s Law—His Word—His rule over your life. Then you need to be baptized as an outward sign of your willingness to completely bury your old self—and literally give your very life to God and to Jesus Christ as your personal Savior, High Priest and Master.
In Romans 6:1–4, the Apostle Paul describes baptism as a burial of the old self. It is to be a complete immersion of the body under the water as a type of the burial of the old selfish self in the grave.