Paul spoke here of the necessity of the Colossians to continue as they had begun. In other words, he was telling them, "Get settled in Christ; see that Christ is everything in your life."
Paul wanted the Colossians to recognize that if someone taught differently, then that teaching was in error.
We are to walk in Christ the same way as we originally received Him as our Saviour. We received Him by faith; so we are to walk in Him by faith.
The way of salvation is made crystal clear in Ephesians 2:8: "For by grace are ye saved through faith; and that not of yourselves: it is the gift of God." Hebrews 11:6 says, "Without faith it is impossible to please him."
Notice that Paul used the full title for the Lord: "Christ Jesus the Lord" (Col. 2:6). Christ" means "anointed one" or "Messiah." That is Jesus' heavenly name.
"Jesus" means "one who saves" and refers to the historical Person who became flesh and lived among mankind. "Lord" means "master" and refers to His supreme control of everything.
With this threefold emphasis, Paul was reminding the Colossians whom they had become rightly related to when they received salvation. He is the Anointed One of God; He is the Saviour of mankind; He is the Supreme Lord.
Paul urged the Colossians to remember that they had started with Christ by faith and that now they must continue to walk with Him by faith.
"But speaking the truth in love, may grow up into him in all things, which is the head, even Christ" (Eph. 4:15).