The word Christ is not even a word in English. Its a Greek word. It means 'the anointed one, and his anointing. To walk in Christ means to walk in the same anointing that Jesus is anointed with.
Luke 3:22 "And the Holy Ghost descended in a bodily shape like a dove upon him, and a voice came from heaven, which said, Thou art my beloved Son; in thee I am well pleased."
John 14:15-17 "If ye love me, keep my commandments.And I will pray the Father, and he shall give you another Comforter, that he may abide with you for ever; 17Even the Spirit of truth; whom the world cannot receive, because it seeth him not, neither knoweth him: but ye know him; for he dwelleth with you, and shall be in you."
v20 "At that day ye shall know that I am in my Father, and ye in me, and I in you.
1 corinthians 6:19-20 "What? know ye not that your body is the temple of the Holy Ghost which is in you, which ye have of God, and ye are not your own? For ye are bought with a price: therefore glorify God in your body, and in your spirit, which are God's.
1 John 3:1-3 "Behold, what manner of love the Father hath bestowed upon us, that we should be called the sons of God: therefore the world knoweth us not, because it knew him not. Beloved, now are we the sons of God, and it doth not yet appear what we shall be: but we know that, when he shall appear, we shall be like him; for we shall see him as he is. 3And every man that hath this hope in him purifieth himself, even as he is pure.