Water baptism is an outward display of the changes God is making on the inside. When you are fully immersed in water being baptized in the name of the Father, Son and the Holy Spirit, the old version of you can be buried and you are raised to a new life in Christ. Baptism is not what saves you, it's by grace through faith, but baptism is also important. So important, that Jesus himself was baptized, marking the start of His ministry.
