Baptism is the initial and immediate step of obedience by one who has declared his faith in Christ to others. So important was this step that, as far as we know, every single convert in the New Testament was baptized. With the exception of the thief on the cross, there is no other example of an unbaptized believer…
Baptism is an act of worship
Baptism is a reminder that we cannot save ourselves
3 Or have you forgotten that when we were joined with Christ Jesus in baptism, we joined him in his death? 4 For we died and were buried with Christ by baptism. And just as Christ was raised from the dead by the glorious power of the Father, now we also may live new lives.
5 Since we have been united with him in his death, we will also be raised to life as he was. 6 We know that our old sinful selves were crucified with Christ so that sin might lose its power in our lives. We are no longer slaves to sin. -Romans 6:3-6
When Jesus offered up his life, the Scriptures declare that God chose to take all the sins of the world, every one of our sins - past, present and future, and laid it on Jesus at his death. And he was crucified and he died. Three days Jesus conquered over death and he rose again.
God says to every one of us: You're in trouble and you cannot fix your problem.
If you will come to terms with the fact that you're in trouble and that you're on death row, I will allow you to claim my Son's death for yourself; so that when you die, I attribute the righteousness of his death to you so that your sins, although they are still a part of you, I do not see and they have been made right not by the works which you have done but by the work my Son has done for you.
Ephesians 2:8-10
8 For it is by grace you have been saved, through faith—and this is not from yourselves, it is the gift of God— 9 not by works, so that no one can boast.