We follow Jesus’ command in Matthew 28 – Then Jesus came to them and said, “All authority in heaven and on earth has been given to me. Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, and teaching them to obey everything I have commanded you. And surely I am with you always, to the very end of the age.”
In water baptism it’s symbolic of leaving our old lives behind and entering in to the new life the Lord wants to give us.