The Jewish people were told to bring into their homes the sheep that would be used for the Passover offering 4 days prior to when they were to actually slaughter and roast it, on the 14th of Nissan (what would later on be Passover Eve).
Sheep were held sacred in Egypt as a deity. Since many of the Jews had themselves fallen into idolatrous practice, slaughtering a sheep and eating it would require courage and demonstrate that they were abandoning the idolatrous ways of their pagan neighbors.
But why the need to prepare it four days in advance? This, explains the Rebbe, is to forestall anyone arguing later on that the only reason they obeyed was because they were rushed into it and not given time to reflect on what they were about to do. Observing the sheep in their homes for four days would allow the gravity of what they were doing, and its inherent message, to sink in properly, ensuring that the break with idolatry would be a genuine one.