Mat 3:16 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:
Mat 3:17 And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased.
Jesus is our leader our Shepard. The one we follow. He was baptized by John the Baptist. The baptism does not save us. It does not make us a believer. That is a gift of God by faith. Our faith is personal not private. Being baptized is going public with your faith, telling the world what has happened on the inside. A watery grave, a new creature. Dyeing out to sin and being raised to live for Jesus.