It is the Lord Jesus Christ who commands his followers to be baptised.
As he was about to ascend to his Father, Jesus commented "All
authority in heaven and on earth has been given to me. Therefore
go and make disciples of all nations, baptising them in the name
of the Father and the Holy Spirit." (Matthew 28: 18-20)
Jesus set an example
The command of Jesus is reinforced by his own example in being
baptised himself. Despite John the Baptist's protestation, Jesus
insisted on being baptised. Jesus said, "Let it be so now;
it is proper for us to do this to fulfil all righteousness".
Jesus did not agree to be baptised with a view to washing his
sins away. Rather in Baptism he took his first step to the cross
by identifying himself with us in our sinfulness.
Declaring a union with Christ
Baptism is a dramatic way of declaring your solidarity with Jesus.
The only thing needed is a large quantity of water! Even today
in warmer climates people are baptised in rivers, lakes and ponds.
Although, in Britain it is more common for a baptistry to be used.
Spectators at a baptism are asked to imagine that the water is
a watery grave. So when you are submerged under water, you will
identify with Jesus who died and was buried, for a split second
you will disappear, like Jesus, off the face of the earth.
In most Baptist churches as you are baptised you will be taken
backwards into the horizontal position of a coffin. Then, like
Christ, you will symbolically rise from the dead.
Paul (Romans 6:4), describes the newly baptised as rising to
live a new life. As you go under the water, you will be declaring
your resolve to die to your old way of living, and as you rise
from the water your resolve to follow Christ's example.