Here is your answer; this warning was written to those who begin (by faith) in the Spirit and grace and return to the flesh and legalism.You can receive The Spirit of God before or after you are water baptized...But if you skip the water Baptism you have disobeyed what it says to do..and God can and will remove his Spirit from so whom he will.
Read in Matthew all those who cast out Devils, did great works etc and God kicked them out at The Final Judgement...read it.
Ga 5:4 Christ is become of no effect unto you(ye are cutoff-from the vine), whosoever of you are justified by the law; ye are fallen from grace.
Ga 3:2 This only would I learn of you, Received ye the Spirit by the works of the law, or by the hearing of faith?
3 Are ye so foolish? having begun in the Spirit, are ye now made perfect by the flesh?
4 Have ye suffered so many things in vain? if it be yet in vain.
5 He therefore that ministereth to you the Spirit, and worketh miracles among you, doeth he it by the works of the law, or by the hearing of faith?