Baptism is an important step of obedience that shows others we have personally trusted Jesus for our salvation. When Christians are baptized, they are submerged under water to identify the death and burial of Jesus and raised out of the water to identify with His resurrection.
Baptism does not save you, but shows the world that you have already been saved. Baptism is like a wedding ring; it is the outward symbol of the commitment you made in your heart.