How Baptism Began:

A reading from the Gospel of Matthew 3:13;16
'Jesus came from Galilee to the Jordan to be baptised by John. As soon as Jesus was baptised he came up from the water and suddenly heaven opened and he saw the Spirit of God descending like a dove and coming down upon him. And a voice spoke from heaven, ‘This is my Son, the Beloved. My favour rests on him.’

Jesus Himself was baptised.  John had been baptising people as a sign that they were choosing to change their lives,  but in Jesus this became a Sacrament of Baptism in which people turned their lives to Christ.
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Jesus told the apostles Matthew 28:19
‘Go out to all nations. Baptise them in the name of the Father and of the Son and of the Holy Spirit…’