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In my opinion, God wants new Christians to be baptized (as indicated by Jesus in His Great Commission to the apostles in Matthew 28:19-20), and baptism is a sacrament that every Christian should actively seek, and not avoid or refuse if given the opportunity. However, baptism is not an absolute requirement for either being saved (as demonstrated by the repentant thief on the cross in Luke 23:39-43), or being filled with the Holy Spirit, as indicated by the household of Cornelius receiving the Holy Spirit (just as the apostles had at Pentecost) prior to being baptized (Acts 10:44-48).
The thief on the cross (Luke 23:39-43) was one of several examples of Jesus forgiving the sins of several people during His personal ministry: the forgiveness of the sins of the paralytic man (Mark 2:1-12) and the forgiveness of the sins of a sinful woman (Luke 7:36-50). But Jesus used this power while He was on earth: Mark 2:10-11: But that you may know that the Son of Man has authority on earth to forgive sins"—he said to the paralytic— 11 "I say to you, rise, pick up your bed, and go home." ESV There is no record of this happening after Jesus’s death and resurrection. The household of Cornelius was filled with the Holy Spirit before they heard Peter preach the gospel to them. Why? The Holy Spirit was given to the household of Cornelius to prove to the Jewish Christians that the gospel was for Gentiles as well as Jews. Acts 11:1-18 David Willbanks
A person needs to believe the gospel in order to be sealed with the holy Spirit. Ephesians 1:12-13 KJV: "12 That we should be to the praise of his glory, who first trusted in Christ. 13 In whom ye also trusted, after that ye heard the word of truth, the gospel of your salvation: in whom also after that ye believed, ye were sealed with that holy Spirit of promise," Jesus Christ from Heaven gave the apostle Paul the gospel that saves today during God's dispensation of grace (Ephesians 3:2). Paul's gospel: 1 Corinthians 15:1-4: "Moreover, brethren, I declare unto you the gospel which I preached unto you, which also ye have received, and wherein ye stand; 2 By which also ye are saved, if ye keep in memory what I preached unto you, unless ye have believed in vain. 3 For I delivered unto you first of all that which I also received, how that Christ died for our sins according to the scriptures; 4 And that he was buried, and that he rose again the third day according to the scriptures:" When you believe that Jesus Christ died on the cross for our sins, and that He was buried and rose again on the 3rd day, you are accepting God's free gift (Ephesians 2:8-9), and you immediately receive Jesus Christ as your savior in doing so (Ephesians 1:13). You are also instantly sealed with the holy Spirit of promise until Christ returns to redeem you (Ephesians 4:30).
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