Christian initiation is like natural life: we are born, we grow and we need food. Baptism gives new birth, Confirmation strengthens and the Eucharist feeds. In the early Church, and still today for adults through the Order of Christian Initiation of Adults, all three are received together, often at the Easter Vigil.
Baptism is necessary for salvation for those who have heard the Gospel and are able to ask for it. But God is not limited by His sacraments. The Church teaches that those who die for the faith before Baptism (baptism of blood), and those who sincerely seek God and would want Baptism if they knew of it (baptism of desire), can be saved. Children who die without Baptism are entrusted to God's mercy.
Baptism and Confirmation each leave a permanent spiritual mark, called a character. Confirmation completes the grace of Baptism: it roots us more deeply in God's family, unites us more firmly to Christ, increases the gifts of the Spirit and strengthens us to be witnesses. In the Latin Church the bishop usually confirms; in the Eastern Churches, a priest confirms infants right after Baptism, using chrism blessed by the bishop.
The Eucharist is the source and summit of Christian life. It is a memorial that makes Christ's one sacrifice present, a sacred banquet, and the real presence of Christ, Body, Blood, Soul and Divinity, by transubstantiation. All the other sacraments are directed toward it.
To receive Communion worthily, we must be in the state of grace: anyone aware of mortal sin must first go to Confession. Catholics fast for one hour before Communion, except for water and medicine. Christians who are not Catholic do not normally receive, not because they are unwelcome, but because Communion is a sign of a full unity that does not yet exist.
Communion changes us. It unites us closely with Christ, wipes away venial sins, protects us from future sin, strengthens our love, makes the Church one and commits us to the poor. The Church urges us to receive often, and to visit Jesus in the tabernacle and adore Him.