When Israel left Egypt, they were delivered by the power of God and they were taken to the Promised Land. But they went through three phases and these phases are symbolic of our own deliverance from the hands of Satan.
The first phase was deliverance from Egypt after four hundred years in captivity. God instructed them to kill an animal, take its blood and splash it on their door posts. Because of the blood on the door post the destroyer passed over their house. The animal had to die for Israel to be delivered from Egypt. This is the same thing with our Lord Jesus Christ. His blood was shed on the cross violently. So the blood of Jesus, like the blood of the sacrificial animal, was shed for the Israelites and they were delivered from Egypt.
The second phase was deliverance from the Red Sea. There was massive water in front of them, mountains on both side and the Egyptians behind them. So God parted the Red Sea and the Israelites walked through the Red Sea on dry ground. When Pharaoh and his forces ran after them, the water came back and consumed all his chariots and horsemen. This also represents water baptism. You have to be immersed in the water to cut off your enemy – the flesh and all the glory of the world.
The third phase was their ultimate deliverance. After the blood sacrifice and water baptism, there is the need for the third deliverance which is the covering provided by the pillar of cloud by day and pillar of fire by night. This is what represents the baptism in the Holy Ghost. They followed the cloud because they did not know the way through the wilderness. They did not know any direction to follow, but they followed the cloud.
In 1 Corinthians 10, Paul says the pillar of cloud and the pillar of fire signify the presence of the Holy Spirit in the life of a New Testament Christian. It is important for every New Testament believer to be baptized with the Holy Ghost, after which you are filled with the Holy Spirit, and then there is an outflow i.e. speaking in other tongues. With these three events, we create our own environment by the Holy Spirit. We are filled with the Holy Spirit; we are shielded by the Holy Ghost and we are directed by the Holy Spirit.