Pastor Tim Keller got up and preached to a crowd of 5,300 people in Chicago on Tuesday about the epic story of the Israelites' crossing of the Red Sea and showed how it deepens the New Testament's salvation story.

The Manhattan megachurch pastor's message offered a practical example of how to preach Jesus and the Gospel using the Old Testament – the theme for this year's Gospel Coalition national conference.

Using the passage Exodus 14, Keller made the case that the Old Testament story about crossing the Red Sea teaches Christians three important points about their salvation through Jesus Christ: what we are getting out of, how we are getting out of it, and why we can get out of it.

Keller's address was aptly titled "Getting Out".

"If there is one Old Testament passage that the New Testament invites us to read christocentrically, invites us to see it as a paradigm of Christ's salvation, it's this one," said Keller.

Like the Israelites, Christians are getting out of bondage, out of slavery. But there are many layers of bondage. So like the Israelites, Christians are likely still trapped in other forms of bondage.

The first layer of bondage is objective – God's law and wrath, which the Israelites were freed from when they crossed the Red Sea and for Christians when they accept Jesus Christ as their saviour. But despite being freed from the law objectively, people can still be in bondage subjectively when they go back to a form of works righteousness.

Another layer is the bondage to our sinful nature, through which our sinful habits can control us despite us already having received salvation. And the last layer of bondage is to idols, which are anything that we love more than God.

Redemption is about getting out of bondage, but this has many layers, noted Keller.

One of the key aims of the talk on Tuesday in front of fellow pastors, theologians and students was to show how the Old Testament passage can help Christians better understand the meaning of grace.

Keller pointed to Exodus 14:13, where Moses instructed the Israelites to "stand firm" or stand still and "see the deliverance of the Lord". This means, explained the pastor, that the Israelites did not need to do anything in order to be saved. Likewise, there are no works for Christians to do in order to receive salvation.

"This is one of the reasons why we have a religion that is absolutely, utterly different than any other religion," said Keller. "Every other religion is like building a bridge."

In every other religion, adherents are continuously trying to build a bridge to reach the other side, whether that be enlightenment or salvation, but they never really feel they are there. But in Christianity, there is no process; salvation happens immediately when you believe.

To make this point clearer, Keller said those who say they are “trying to be” Christian have no idea what Christianity is about. What makes someone a Christian is a change in status and not a process of good works, he stressed.

Apostle Paul, who called himself the biggest sinner, declared that there is now no condemnation, in his letter to the Romans, Keller highlighted. Paul never speaks about the many atonements he needed to make in order to be a follower of Jesus and be saved. But Paul understood that salvation comes at once when you believe.

But perhaps the clearest illustration of grace using the Red Sea story was when Keller said he imagines that some Israelites, while crossing the parted waters, taunted the Egyptians and yelled "eat your heart out", while other Israelites fretted that they were going to die the whole time they crossed over.

"They all walked through with completely different quality of faith, [but] equally saved. They are equally saved. Why? Because you are not saved by the quality of your faith," declared Keller to applause. "You are saved because of the object of your faith – the redeemer; the God who is fighting for you."

Keller, in explaining salvation and grace, further pointed out that both the Red Sea crossing and salvation stories had mediators – Moses for the Israelites and Jesus for Christians. He also noted that the Israelites crossed over to freedom before God gave them the law, supporting the idea that one is not saved through the law.

"The more you meditate on what he (Jesus) has done, the more you see the flood waters go over his head in your hearts and minds, the more holy you will be," said Keller.

"Nobody who understands the grace of God would ever take sin lightly. The more you deal with the free grace of God, the more you work it into your heart. The more you understand this, the more you understand that your salvation has nothing to do with your behaviour. The more that will change your behaviour, the more radically it will change your behaviour."

Keller was among the first speakers of the 2011 national conference of The Gospel Coalition, which began Tuesday. Dr R Albert Mohler Jr, president of The Southern Baptist Theological Seminary in Louisville, Kentucky, spoke at the first session.

Mohler spoke during the first plenary session and laid out the argument that pastors and Bible teachers must teach the Old Testament to give congregants a full understanding of Jesus Christ. The Southern Baptist contended that the Old Testament is not just background knowledge, and Jesus and the Gospel can be found everywhere in the older scriptures.

The Gospel Coalition is a network of mostly pastors in the Reformed heritage who “want the gospel of Christ crucified and resurrected to lie at the centre of all we cherish, preach, and teach”. The coalition was formed in 2007 to prepare the next generation for gospel-centred ministry.