In Romans 6 Paul starts addressing a point he made at the end of chapter 5, saying that where sin increased, grace abounded all the more. Since some people might have the idea that they can choose to continue in sin so that God's grace may abound all the more, Paul saw the need to put a stop to that kind of faulty reasoning. Paul said, "No way!" Now why can we not do that? Paul said it is because we have died to sin. Simply put, if we purposefully died to sin, we cannot then purposefully live in it any longer.
How we died to sin is the point of these early verses chapter 6. Skip to verse 7. Paul says that he who has died is freed from sin. So, whatever Paul says is how we died to sin is the same thing as saying how we were freed from sin. Being freed from sin is salvation. In verse 8 he describes it as having died with Christ so as to live with Him. How can this not be talking about salvation from sin and being made alive in Christ? Of course Paul is describing exactly that.
Here are a few questions:
In verse 4, how can a person be said to be walking in newness of live, or in a new life, if he has not been crucified together with Christ in immersion? As I read it, the new life is one where I am freed from sin, no longer its slave. In that case, the old life prior to immersion is where I am still dead in my sins; I am not yet saved.
In verses 5 and 6, how is the old self, the old man, crucified with Christ? I read it as through being immersed into Christ's death. I cannot expect to believe I am walking in a new life, freed from sin, if my old self has not been crucified together with Christ. In addition, Paul says that is how the body of sin is done away with so that we are no longer slaves to sin.
The honest question at this point would be, "What does immersion mean in this context?"
If I want to know, 1) how I am to be immersed into Christ Jesus and into His death, 2) how I am to be buried together with Him through immersion, and thus 3) how I am to be united with Him in the likeness of His death and 4) how my old self is to be crucified together with Him, then that honest question has to be answered. That immersion is the difference between still being a slave to sin and being set free and walking in a new life.