Confirmation is one of the three Sacraments of Initiation and fulfills our Baptism.  At our Confirmation we receive the Gifts of the Holy Spirit, that strengthen us to continue on our Christian journey.  The Catechism tells us:

"Baptism, the Eucharist, and the Sacrament of Confirmation together constitute the "sacraments of Christian initiation," whose unity must be safeguarded. It must be explained to the faithful that the reception of the sacrament of Confirmation is necessary for the completion of baptismal grace. For "by the Sacrament of Confirmation, [the baptized] are more perfectly bound to the Church and are enriched with a special strength of the Holy Spirit. Hence they are, as true witnesses of Christ, more strictly obliged to spread and defend the faith by word and deed."

-Catechism of the Catholic Church 1285