Holy Scripture tells Christians what Baptism is and what it means.
Romans 6:3-9 Do you not know that all of us who have been baptised into Christ Jesus were baptised into his death? (4) We were buried therefore with him by baptism into death, so that as Christ was raised from the dead by the glory of the Father, we too might walk in newness of life. (5) For if we have been united with him in a death like his, we shall certainly be united with him in a resurrection like his. (6) We know that our old self was crucified with him so that the sinful body might be destroyed, and we might no longer be enslaved to sin. (7) For he who has died is freed from sin. (8) But if we have died with Christ, we believe that we shall also live with him. (9) For we know that Christ being raised from the dead will never die again; death no longer has dominion over him.
John 3:5 Jesus responded: "Amen, amen, I say to you, unless one has been reborn by water and the Holy Spirit, he is not able to enter into the kingdom of God.
Colossians 2:9-13 For in him, all the fullness of the Divine Nature dwells bodily. (10) And in him, you have been filled; for he is the head of all principality and power. (11) In him also, you have been circumcised with a circumcision not made by hand, not by the despoiling of the body of flesh, but by the circumcision of Christ. (12) You have been buried with him in baptism. In him also, you have risen again through faith, by the work of God, who raised him up from the dead. (13) And when you were dead in your transgressions and in the uncircumcision of your flesh, he enlivened you, together with him, forgiving you of all transgressions,
1 Peter 3:18-22 For Christ also died once for our sins, the Just One on behalf of the unjust, so that he might offer us to God, having died, certainly, in the flesh, but having been enlivened by the Spirit. (19) And in the Spirit, he preached to those who were in prison, going to those souls (20) who had been unbelieving in past times, while they waited for the patience of God, as in the days of Noah, when the ark was being built. In that ark, a few, that is, eight souls, were saved by water. (21) And now you also are saved, in a similar manner, by baptism, not by the testimony of sordid flesh, but by the examination of a good conscience in God, through the resurrection of Jesus Christ. (22) He is at the right hand of God, devouring death, so that we may be made heirs to eternal life. And since he has journeyed to heaven, the Angels and powers and virtues are subject to him.