Every time I give myself to the book of Ephesians, I'm always floored. Whether it's how bold and blatant grace is in chs 1-2 or how imperative and precise godly living is in chs 4-6, I'm consistently awed by everything in Ephesians.
One of Paul's main themes is that the Ephesian Christians must walk. This is is the word Paul uses to talk about what their lives should look like [2.1, 2.10, 4.1, 4.17, 5.8, and 5.15]. Most of these exhortations to walk come in the second half of Ephesians. One of the predominant ideas in the first part of Ephesians is that we are "in Christ" [esp see 1.3-14]. I sense that these two themes are meant to be understood in relationship to each other. Meaning, all of Paul's "in Him" language sets up the walking he encourages them to later. The "in Him" is the relational sphere in which the walking must take place.