I suppose it differs between which form of Christianity you are talking about, such as Catholicism and Presbyterianism.
Acceptance into the Order of Catechumens is the first stage of the Rite of Christian Initiation.
The Celebration of the Sacraments of Initiation is presented to the elect in the Rite of Christian Initiation.
They are called Sacraments of Initiation as the rest or our Christian lives depend on them. The Sacraments of Initiation are Baptism, Confirmation and Eucharist.
Christian Initiation
Catechumenate
Most adults in the Rite of Christian Initiation of Adults (RCIA) celebrate the Sacraments of Initiation (Baptism, Confirmation, and Eucharist) at the Easter Vigil Mass on Holy Saturday night.
Baptism always included in Christian initiation because it is accomplished by means of the sacraments which establish the foundations of Christian life,but Christian initiation not only hold the Baptism but to other sacraments of the church also. The faithful born anew by Baptism are strengthened by Confirmation and are then nourished by the Eucharist.
Two names for baptism are "Christian initiation" and "sacrament of water." Christian initiation emphasizes the entry into the Christian faith, while the sacrament of water highlights the use of water as a symbol of cleansing and new life.
Baptism, Holy Communion and Reconciliation, Confirmation
In the Roman Catholic tradition initiation is synonymous with catechises or Sunday school if you will.It is the process of teaching Catholic doctrines.
Matrimony is not considered a sacrament of Christian initiation; rather, it is one of the seven sacraments in Christianity, specifically recognized in Catholicism as a sacrament of service. The sacraments of Christian initiation are Baptism, Confirmation, and Eucharist, which are essential for a person's entry into the Christian faith. Matrimony, while significant for the Christian community and individual couples, serves to unite a man and woman in a covenantal relationship and is oriented towards the mutual sanctification of the spouses and the procreation of children.
Rite of Christian Initiation for Adults. Its the process by which adults are baptized.