The sacraments of initiation can be compared to climbing up Diamond Head Crater. To do the climb, one needs to be prepared when starting out, primarily by beinghydrated. Then one needs the strength to climb up the 3/4-mile path. Finally, one reaches the summit and can enjoy the magnificent view in every direction.
This corresponds to the three sacraments of initiation. The hydration of Baptism starts a Christian on the path. The gift of the Holy Spirit received in Confirmation gives the strength needed to make the journey. Then finally, earth is joined to heaven at the summit when one receives first Holy Communion. The first two sacraments of initiation prepare us for the third. As the "Catechism of the Catholic Church" says, "The Holy Eucharist completes Christian initiation" (no. 1322).
In the Rite of Christian Initiation of Adults, the sacraments are received in the proper theological order, usually at Easter vigil — Baptism, Confirmation, and then first Holy Communion for those 7 years and older. However, many people may not realize that children baptized as infants usually receive the sacraments out of sequence.