Baptism is one of the first steps that we take to demonstrate to others that we have become a follower of Christ.  It is the public profession of faith whereby we identity ourselves as a Christian.  Baptism is like a wedding ring.  It does not save us (wearing a ring does not make us married) but we are baptized to show that we are a believer (we wear a wedding ring to show that we are married).  You can read more about the command to be baptized and its meaning in Matthew 28:19-20; Romans 6:1-18; Acts 2:37-41; Colossians 2:12.