Baptism is a symbol of repentance for sinners. So why did Jesus have to be baptized when he was sinless? He did so to identify with us sinners. His baptism was also the fulfillment of the prophecy that pointed to the crucifixion. Jesus set examples for us to follow in baptism, in prayer, and in being filled with the Holy Spirit. If he who was sinless recognized the need for such spiritual discipline, how much more do we need to follow in his footsteps in prayer, in being filled with the Holy Spirit and being affirmed of God’s love.
When all the people were being baptized, Jesus was baptized too. And as he was praying, heaven was opened and the Holy Spirit descended on him in bodily form like a dove. And a voice came from heaven: “You are my Son, whom I love; with you I am well pleased.” “Luke 3:21-22 (NIV)