Baptism unites us to Jesus in such a way that what happened at his baptism also happens at our own baptism:‌

• The Holy Spirit descends upon us;‌
• Heaven opens to us and the Father says “This is my beloved child; with him/her I am well-pleased;”‌
• We are united to Jesus’ perfect life, atoning death, and resurrection from the grave.

Holy Baptism is one of the Christian's greatest comforts and assurances:
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How can you know for sure that the Holy Spirit lives within you? Well, are you baptized?
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How can you know for sure that God loves you? How can you know for sure that God even likes you? Well, are you baptized?
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How can you know for sure that your sins are forgiven, that you’ve been made righteous, that one day you’ll walk out of the grave just like Jesus? Well, are you baptized?
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Our own subjective sense of these things is often flighty. We’re all pretty weak, spiritually. One minute you’re feeling confident in God’s love for you and the next it seems like heaven is closed to you.

The good news is that through good times and the bad, we can point to something outside of ourselves as proof of all of God’s promises to us: If you’re baptized in the name of the Father and of the Son and of the Holy Spirit and you receive all God’s promises to you in faith, then it’s all already accomplished, sealed, and in your possession.