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Baptism comes from the Greek word 'βαπτίζω baptizo', which means to immerse. That is being done by letting new believers down in water (lake, river, basin). Baptism is a command by the Lord and is a visual symbol of Christ's salvation. The Scriptures below explain that symbolism.

Question 44 of the New City Catechism
What is baptism? Answer: Baptism is the washing with water in the name of the Father, the Son, and the Holy Spirit; it signifies and seals our adoption into Christ, our cleansing from sin, and our commitment to belong to the Lord and to his church.
Question 45 of the New City Catechism
Is baptism with water the washing away of sin itself? Answer: No, only the blood of Christ and the renewal of the Holy Spirit can cleanse us from sin.

Scripture
The New Testament gives us many references to baptism.

1. The Lord Jesus was baptized by John the Baptizer. Mark 1:9-11 says: "At that time Jesus came from Nazareth in Galilee and was baptized by John in the Jordan. Just as Jesus was coming up out of the water, he saw heaven being torn open and the Spirit descending on him like a dove. And a voice came from heaven: “You are my Son, whom I love; with you I am well pleased.”
2. The Lord Jesus gives an order in Matthew 28:19 "Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit."
3. The apostle Paul writes in the early church times, Acts 19:4 "John’s baptism was a baptism of repentance. He told the people to believe in the one coming after him, that is, in Jesus." In this we see that John's baptism symbolized repenting of sin to prepare for the coming Messiah. Baptism in Jesus' name symbolizes faith in the Messiah's (Jesus Christ) salvation.
4. Paul writes in Romans 6:4 "We were therefore buried with him through baptism into death in order that, just as Christ was raised from the dead through the glory of the Father, we too may live a new life". The water in baptism is a symbol of the grave Christ was buried in. Coming up out of the water is a picture of Christ when He rose from the dead. Together they symbolize that we are joined to Christ by the action of the Holy Spirit. Because of this we have the power to live the new life. 
5. The apostle Peter writes in 1 Peter 3:21 "and this water symbolizes baptism that now saves you also—not the removal of dirt from the body but the pledge of a clear conscience toward God. It saves you by the resurrection of Jesus Christ". The act of baptism does not save us by itself. It was the act of faith when we trusted Christ that cleansed our conscience. The water of baptism is a symbol of that salvation. Baptism does not make you a Christian. Faith in Christ does.
6. Believers in the early Church in Asia Minor were taught in Colossians 2:12 "having been buried with Him in baptism, in which you were also raised with Him through your faith in the working of God, who raised Him from the dead".
7. Galatians 3:27 says "for all of you who were baptized into Christ have clothed yourselves with Christ". Baptized Christians have Christ all around them, all the time, like clothes.