The Lord Jesus Christ, our Master was teaching us that we should be obedient. He was not sinful (as some of us believe that baptism is for washing away of our sins). He was holy. He was the sinless Son of God. He has not committed sin before. Therefore, the Lord Jesus Christ showed us a model of being obedient to the doctrines of Jesus. The fact that he was the Son of God did not stop Jesus from going to John the Baptist for his baptism.
There are many things which we have learned from our Lord and savior Jesus Christ which is an example for us to follow. Baptism is one of those teachings. Everyone who believes in Jesus Christ and becomes his follower must accept baptism. Many christians do not want to accept the doctrine of baptism. Many people are yet to be baptized even after they have heard the gospel of our Lord Jesus Christ and had equally believe in it.
Teaching by examples is the method which Jesus Christ showed us as his disciples. Whatever we want others to do, we ourselves should start doing it ourselves. We should not teach what we cannot practice ourselves. Remember that the practice of baptism started with the onset of the New testament. John the Baptist came as a forerunner to proclaim the coming of the Messiah. Baptism was what he introduced. So, those of us in the church should embrace baptism. Baptism is a necessity for everyone who have accepted the gospel of Jesus Christ.