Jesus instructs us to be baptized and set the example by being baptized (Matthew 28:19-20, Mark 1:9).
Obedience to Jesus shows we believe and follow Him. (1 John 2:3). Because Jesus went public about His love for us, we can go public about our love for Him. The act of baptism shows that we turn away from a life of sin toward Jesus, the only one who can change us (Acts 2:38-41).