Water baptism is one of two sacraments that our Lord Jesus left behind for his church to partake of. We see it commanded in 'The Great Commission' (Matthew 28:19-20), and see it being practiced in the follow up account to the 4 gospels (in the book of the Acts of the Holy Spirit), and read of it's theological implications in the Epistles. It is a means of grace which blesses us, in that we go forward with being obedient to the Lord, as we are baptized publically before a local congregation in the name of the Father, the Son, and the Holy Spirit. In doing so - God's promise to save and redeem and forgive sinners is proclaimed to all who observe and the one who goes forward in Baptism.
We affirm that baptism is something which is to be done in response to the work of regeneration done to us by God. In that - we see that Baptism isn't necessary to make one saved (as we are saved prior to being baptized) but certainly, all the saved go forward in obedience to the Lord with this ordinance. In a way - it formally marks our membership in the local boday that the baptism was performed in front of. The one being baptized is proclaiming their union to Christ before the congregation, and the congregation is rejoicing in the work of Christ in them.
If you're considering yourself a Christian, but haven't been baptized, please do talk to us about being baptized. Or if you have any questions about baptism, we'd be happy to talk with you about it.