And he called to him the multitude with his disciples, and said to them, "If any man 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; and whoever loses his life for my sake and the gospel's will save it. For what does it profit a man, to gain the whole world and forfeit his life? For what can a man give in return for his life? For whoever is ashamed of me and of my words in this adulterous and sinful generation, of him will the Son of man also be ashamed, when he comes in the glory of his Father with the holy angels."
And he said to them, "Truly, I say to you, there are some standing here who will not taste death before they see that the kingdom of God has come with power." Mark 8:34–9:1 (RSV)
The heart of Baptism is the reality that we actually die and are raised with Christ. Jesus is clear that we must take up the cross to follow Him. He is not referring to some spiritual burden or religious act we must perform. No, we are to die to ourselves so that we may rise a new creation.
As the death of Jesus would be a meaningless death if He had not been raised, so too would our dying be meaningless. If we die with Christ, we are also to be made alive with Christ. Thus, Baptism is the bedrock of the Christian life, for in it, we do die with Jesus and are made alive by the glory of the Father.
Luther teaches in the Small Catechism that this dying and rising in Christ is a constant action. We daily realize that our sin would separate us from God. As we confess and repent of our sin, we die to ourselves, and through God's mercy, we are raised up through forgiveness.
Joined to Christ through our Baptism, we live within His Kingdom, for to be in Christ is to be in the Kingdom. Thus, living in Christ, in His Kingdom, we have gained the very treasure of Heaven, which is eternal life.