We've had the discussion regarding Baptism before. Not to rehash, but Baptism is NOT required for salvation. It is the first commandment AFTER salvation.
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It was understood that there were Jews who had made professions for Christ, but had gone back to the synagogue, desiring to again take up Judaism. To do so, they were required to publicly denounce the divinity/christhood/ and work of salvation
through Christ. That, from what I have found, is what is ultimately being referred to in Hebrews. It was not simply a rejection of Christ.. for Peter did that
three times. It was not simply a period of sin in a person's life, for the Bible has plenty of examples of believers who make mistakes and falter. Apostacy is both a public rejection/repudiation of Christianity and Christ, and a complete and continual turn from that Christian walk.
Having said that, can you "keep" yourself saved?
Is the message really, "Here's a free gift of salvation... don't screw it up"?