What does 1 Corinthians 10:2 mean?

Paul is showing similarities between the Israelites during their time in the wilderness and the Christians in Corinth. By extension, these comparisons are valid for Christians everywhere. He has written that all the Israelites were guided by the Lord in the pillar of cloud and all passed through the waters of the Red Sea (Exodus 13:21; 14:21–28).

This verse says those Israelites were "baptized into Moses" through these experiences. It's unclear exactly what this means from the standpoint of the Israelites. Water is involved in the sense that they passed through, or were saved from, the waters of the Red Sea. Baptism, of course, involves water. It is also meant to identify the one being baptized with their proclaimed faith. In some way, these experiences connected them to their leader, Moses, through whom God communicated with Israel.

Paul is making the connection to the Christian experience of the Corinthians, who were baptized into Christ, through whom God revealed Himself and saved them.