(Mark 1:9-11 ESV)
A short passage but much is communicated here.
One... if Jesus had to be baptized...and he did no wrong ever in his entire life. What excuse do we have for not being baptized?
Two...God was well pleased with his Son. He is pleased with us as his children as well. :)
Three... after reading this passage, how can people not believe in the Triune God?
Four....IMMEDIATELY upon being baptized (so no lag there) God and the Holy Spirit made their presence known.
Five...all the gospel accounts tell some rendition of this story. (see below)
Matthew 3:13-17  Then Jesus came from Galilee to the Jordan to John, to be baptized by him.  John would have prevented him, saying, “I need to be baptized by you, and do you come to me?”  But Jesus answered him, “Let it be so now, for thus it is fitting for us to fulfill all righteousness.” Then he consented.  And when Jesus was baptized, immediately he went up from the water, and behold, the heavens were opened to him, and he saw the Spirit of God descending like a dove and coming to rest on him;  and behold, a voice from heaven said, “This is my beloved Son, with whom I am well pleased.”
(Matthew 3:13-17 ESV)
Luke 3:21, 22  Now when all the people were baptized, and when Jesus also had been baptized and was praying, the heavens were opened,  and the Holy Spirit descended on him in bodily form, like a dove; and a voice came from heaven, “You are my beloved Son; with you I am well pleased.”
John 1:29-33  The next day he saw Jesus coming toward him, and said, “Behold, the Lamb of God, who takes away the sin of the world!  This is he of whom I said, ‘After me comes a man who ranks before me, because he was before me.’  I myself did not know him, but for this purpose I came baptizing with water, that he might be revealed to Israel.”  And John bore witness: “I saw the Spirit descend from heaven like a dove, and it remained on him.  I myself did not know him, but he who sent me to baptize with water said to me, ‘He on whom you see the Spirit descend and remain, this is he who baptizes with the Holy Spirit.’
Read more: http://www.whatchristianswanttoknow.com/15-bible-verses-about-baptism/#ixzz3W9VWKYfl