The Baptism of Jesus and our baptism

Then Jesus appeared: he came from Galilee to the Jordan to be baptised by John. John tried to dissuade him, with the words, 'It is I who need baptism from you, and yet you come to me!' But Jesus replied, 'Leave it like this for the time being; it is fitting that we should, in this way, do all that uprightness demands.' Then John gave in to him.

And when Jesus had been baptised he at once came up from the water, and suddenly the heavens opened and he saw the Spirit of God descending like a dove and coming down on him. And suddenly there was a voice from heaven, 'This is my Son, the Beloved; my favor rests on him.'

(Mt 3: 13-17)

Now you have been clothed in Christ

Jesus’ cousin and the son of Elizabeth and Zechariah, John the Baptist, was baptising with water, announcing the coming of the Messiah, of whom he was the "Precursor." When Jesus arrived at the edge of the Jordan, John the Baptist recognized in him the One he had until that day the mission to announce. This explains his response to Jesus: "It is I who need baptism from you."

By accepting John’s baptism, Jesus, the One in whom every man will now receive the true baptism “of water and the Spirit,” shows to all that he has not come to abolish, but to accomplish the Law and the Prophets ... Accomplish ... i.e. with the price of His Blood on the Cross, this unique baptism, in which by being plunged into death with him, we are risen and redeemed with him to a new life, that of the Spirit in us.
This is what Saint Paul explained when he wrote: "you have put away the old man to put on the New Man," a phrase that the Church uses again at every baptism when we enter the life of the Church: "Now you have been clothed in Christ."