Jesus commanded us saying:

"Therefore go and make disciples of all nations, baptizing them in the
name of the Father and of the Son and of the Holy Spirit" Matthew 28:19

Why did Jesus think it was so important to be baptized? Because it is a
symbol of our relationship with Him. Have you ever seen any of those
mime presentations that tell a story or illustrate a truth? Baptism
illustrates what happened in your life when you accepted Jesus as your
Savior. Romans 6:3-4 says:

"Or don't you know that all of us who were baptized into Christ Jesus
were baptized into his death? We were therefore buried with him through
baptism into death in order that, just as Christ was raised from the
dead through the glory of the Father, we too may live a new life."

When you accepted Jesus, your old nature died (that nature that made you
sin) and a new nature was born (read Romans 6:5-6). The Bible calls this
being born again. (John 3:3) Baptism illustrates this miracle of the new
birth. When we go into the water, that symbolizes the death of our old
nature, and when we come out of the water that illustrates the new
birth. Only people who have accepted Jesus as their Savior should be
baptized, because baptism will not mean anything to those who have not
been born again. Baptism does not save a person, it is just a symbol.
The word baptism comes from an ancient Greek word that means to immerse.
Therefore baptism is the immersion of the believer under water. Some
churches practice the pouring or sprinkling of water, but this does not
fully illustrate the death and rebirth of the person. Baptism is an
important step for every person who accepted Jesus as their Savior to
take, because it is a public proclamation that they have Christ. When
should you be baptized? If you have accepted Jesus into your heart, and
you understand what baptism means and symbolizes, you should do it as
soon as possible.

"As they traveled along the road, they came to some water and the eunuch
said, 'Look, here is water. Why shouldn't I be baptized?' And he gave
orders to stop the chariot. Then both Phillip and the eunuch went down
into the water and Phillip baptized him." Acts 8:36-38

http://www.prophecytalk.com/index.php?topic=563.0

Brandon