Baptism is an outward sign of accepting Jesus as your saviour and being born again. Jesus set the example by being baptized and immersed in the waters of Jordan by John the Baptist.
Matthew 003:013 Then cometh Jesus from Galilee to Jordan unto John, to be baptized of him. 003:014 But John forbad him, saying, I have need to be baptized of thee, and comest thou to me? 003:015 And Jesus answering said unto him, Suffer it to be so now: for thus it becometh us to fulfil all righteousness. Then he suffered him. 003:016 And Jesus, when he was baptized, went up straightway out of the water: and, lo, the heavens were opened unto him, and he saw the Spirit of God descending like a dove, and lighting upon him: 003:017 And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased. Acts 8:38 And he commanded the chariot to stand still: and they went down both into the water, both Philip and the eunuch; and he baptized him. Matthew 28:19 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: Acts 2:38 Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost. Romans 006:003 Know ye not, that so many of us as were baptized into Jesus Christ were baptized into his death? 006:004 Therefore we are buried with him by baptism into death: that like as Christ was raised up from the dead by the glory of the Father, even so we also should walk in newness of life