Water baptism
When we are water baptised that is to say immersed in water, God forgives our sins.
Immersion into water depicts the burial.
Being immersed in water is like going through the same baptism as Jesus Christ did when he died on the cross. As he was raised from the dead by the power of God, when we come out of the water, we are raised with Jesus Christ in newness of life; "For if we have been united together in the likeness of His death, certainly we also shall be in the likeness of His resurrection," (Romans 6:5, NKJV).
do you not know that as many of us as were baptized into Christ Jesus were baptized into His death? Therefore we were buried with Him through baptism into death, that just as Christ was raised from the dead by the glory of the Father, even so we also should walk in newness of life. (Romans 6:3-4, NKJV)
When we are water baptised in Jesus Christ, the power of sin is broken over us, we are no longer slave to sin. The sinful nature was crucified:
knowing this, that our old man was crucified with Him, that the body of sin might be done away with, that we should no longer be slaves of sin. For he who has died has been freed from sin.(Romans 6:6-7, NKJV)
When we are water baptized in Jesus Christ, we have passed from death to life (Romans 6:8-11).
An example of water baptism in the bible
In Acts 8:38, Philip baptizes a high-ranking official of Candace, Queen of Ethiopia after he has explained the gospel of Jesus to him:
So he commanded the chariot to stand still. And both Philip and the eunuch went down into the water, and he baptized him. Now when they came up out of the water, the Spirit of the Lord caught Philip away, so that the eunuch saw him no more; and he went on his way rejoicing. (Acts 8:38-39, NKJV)