Baptism symbolically washes away our sins and we are born again to start a new life in Christ. For example,
And Peter said to them, “Repent and be baptized every one of you in the name of Jesus Christ for the forgiveness of your sins, and you will receive the gift of the Holy Spirit. (Acts 2:38)
Baptism … now saves you, not as a removal of dirt from the body but as an appeal to God for a good conscience, through the resurrection of Jesus Christ. (1 Peter 3:21)
Because Jesus never sinned (Hebrews 4:15) he had nothing to be forgiven. John the Baptist recognized this when Jesus requested to be baptised:
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. (Matthew 3:13-15)
For Jesus, baptism took on a different meaning and he said it “fulfilled all righteousness” without explaining what that meant. Presumably it included the fact that he was providing an example to his followers — he was identifying himself with the people he came to save. His baptism also marked the beginning of his work as prophet, priest and king. As he arose from the water he heard the voice of God saying “This is my beloved Son, with whom I am well pleased”. So we know that his baptism was a special moment for his Father also.