Baptism. In Christianity, it's the thing that makes you become a new person: a Christian.
Since Fallen is all about fallen angels, it's not surprising that the issue of baptism comes up in both overt and subtle ways throughout the book.
Luce, despite her major role in this battle between fallen angels, hasn't been baptized in this lifetime. In fact, as she tells Miss Sophia, the only baptism she's had has been in the Sword & Cross swimming pool conveniently located at the church-nasium (17.114). Sure, she might be joking in this moment, but what she says is pretty telling.
Generally speaking, in Christianity, the act of baptism is a metaphorical washing away of original sin—that's when Adam and Eve ate from the Tree of Knowledge—so that people can be made again in God's image. Although Luce's baptism isn't a literal one, her swimming in the Sword & Cross pool and calling it a baptism suggests that, perhaps without knowing it, she's washing away her past lives, the qualities of her own previous baptisms, and immersing herself in the new world of Sword & Cross and her presence there.
Baptism comes up again if we look at the interactions between Daniel and Luce, particularly when they're at the lake together, swimming and talking and talking and swimming. This might seem like a throwaway detail, but we think it's pretty significant that Luce and Daniel are swimming together nearly every time they talk or need to be alone together.
So, what does this mean, we hear you asking?
Well, it shows us that as Daniel and Luce are together and swim in each other's company, they undergo their own sort of baptism, with each other and in each other's image. The idea of baptism is a community thing, so for every time Luce and Daniel go swimming together, they are solidifying their bond, proving that they are going to be together. They have been bonded to each other, despite the threats they face.