He was a Roman centurion(an officer who commanded up to 1000 men), and he was a great guy, loved by his men and by the local Jews because he was so kind to them. Why was he kind, instead of cruel like most Roman centurions? Because he and his household devoutly worshiped God and helped the Jewish people.
In Acts 10:44 and following, while Apostle Peter presented a short summery of the gospel to Cornelius and his household, they believed, and the Holy Spirit fell on those listening. Verse 45 recounts how the Jewish believers reacted with amazement when the new, Gentile believers received the Holy Spirit with the evidence of speaking in unlearned languages(46). Then Peter ordered the Gentile believers to be baptized in water, in Jesus' name(47 & 48).
While this passage gives us a beautiful story of faith in the midst of a society drenched in paganism, it should also answer those who preach baptismal regeneration*, as the faithful Gentiles received the Holy Spirit before they were baptized. Luke gave the evidence of their faithfulness in Acts 10:2. Though we know we are saved by grace through faith (Ephesians 2:8-9), we also know that faith without works is dead(James 2:14-26).
In this case, the new believers' works immediately followed their initial faith in Christ and his gospel, but such immediacy is not always the case. In this age of prolonged adolescence, believers' works of faith often follow their initial faith much later, through an often painful process of maturing in their faith, but if they have genuine, saving faith, its works will eventually follow.
*Baptismal Regeneration is the teaching that believers are not reborn until they are baptized in water. The “proof” verses such teachers use are 1 Peter 3:21 and Titus 3:5, both of which they take out of the Scriptural context.