Jesus was baptised by being totally immersed in a river.  Christians understood this to symbolise his dying, being buried and rising from the dead.  It is a sign that just as Jesus shared our human life and death, we will share in his life in heaven.
Today we don’t usually baptise by full immersion in water - especially not with babies (Health and Safety!), but the symbolism of using water is still the same - rising up to new life and having our sins (anything we may do wrong) washed away.