Water Baptism is an outward expression of an inward decision to follow Jesus Christ as Savior and Lord of your life. Not only does the Bible command us to be baptized but Jesus himself was water baptized by immersion. It is the first step of obedience after meeting Jesus personally!
"Then they that gladly received -- his word were baptized: and the same day there were added unto them about three thousand souls." - Acts 2:41
"And Jesus, when he was baptized, went up straightway out of the water:" - Matthew 3:16