In the New Testament, once a person has confessed their sin (Matt 3:6) and trusted Jesus Christ as Lord and Savior, baptism is the next act of obedience. Jesus instructed us to go and make disciples (followers) and then baptize them (Matt 28:19). When the followers believed, they were baptized (Acts 8:12)
What is the significance of baptism?
For every Christian, baptism is a public acknowledgement and affirmation of:
The spiritual burial and resurrection which takes place when one receives Jesus Christ (Romans 6:3-4). The Greek word translated "baptize" means to dip or immerse. This definition, coupled with the burial analogy in Romans, indicates that the style of baptism practiced by Christ and his disciples was full immersion in water.
The washing away of our sins (1 Peter 3:20-21). Baptism, then, is an outward manifestation of what has taken place inwardly - the cleansing of our hearts from sin.
Have you accepted Christ?
If so, you should be baptized at your earliest opportunity!