What about baptism?

Acts 2:36-38
... ‘Therefore let all Israel be assured of this: God has made this Jesus, whom you crucified, both Lord and Christ.’ When the people heard this, they were cut to the heart and said to Peter and the other apostles, ‘Brothers, what shall we do?’
Peter said, “Repent and be baptised, everyone of you for the forgiveness of your sins, and you will receive the gift of the Holy Spirit. The promise is for you and your children, for all who are far off, for all whom the Lord our God will call.
V 41...Those who accepted the message were baptised and about 3,000 were added to their number that day.

The fact that they were cut to the heart shows that they believed what Peter was saying, that is, that the man they crucified, Jesus, was both Lord and Christ. If they had believed he was a mere man who, like others, had sought to be King of the Jews and had failed, there would have been no reason to feel any remorse over his death. Having thus believed who Jesus really was, their question is ‘what shall we do?’ Peter’s response is noteworthy. He does not reply, ‘just believe’ or ‘say this prayer’, or ‘receive the Holy Spirit’, or ‘speak in tongues’. No, what he says is ‘repent and be baptised’ these words speak of something which must be done. The word ‘repent’ does not mean merely to confess sin, it means making a decision to change, to wipe it out of your life altogether. And what can ‘be baptised’ mean other than to ‘be baptised’? Can it be said with greater clarity?

1 Peter 3:20
...who disobeyed long ago when God waited patiently in the days of Noah while the ark was being built. In it only a few people, eight in all, were saved through water, and this water symbolises baptism that now saves you also - not the removal of dirt from the body but the pledge of a good conscience toward God. It saves you by the resurrection of Jesus Christ...

We see from this verse, that it is not the act of baptism that saves you from sin, but the pledge of a good conscience towards God. Baptism is important because it symbolises this pledge you make before God and man, in much the same way as the marriage ceremony symbolises two people's pledge to love and be faithful to each other for life. It also symbolises dying to your old ways and rising to live a new life the way God wants you to live. Through the act of baptism, you are by faith sharing in Jesus' death on the cross and resurrection.

Colossians 2:12
...having been buried with him in baptism and raised with him through your faith in the power of God who raised him from the dead.

It is also a command of God...
Acts 2:38
...Peter replied, ‘Repent and be baptised, everyone of you for the forgiveness of yours sins and you will receive the gift of the Holy Spirit. The promise is for you and your children for all who are far off, for all whom the Lord our God will call."

The water in baptism also symbolises God's forgiveness of your sin...
Acts 22:16
"...And now what are you waiting for? Get up, be baptised, and wash your sins away calling on His name."

Mathew 28:18-20
...Therefore go and make disciples of all nations, baptising 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.”

Ephesians 4:5
"...There is one body and one spirit - just as you were called to one hope when you were called - one Lord, one faith, one baptism, one God and Father of all, who is over all and through all in all."

1 Corinthians 12:13
"...For we were all baptised by one Spirit into one body - whether Jews or Greeks, slave or free - and we were all given the one Spirit to drink."

Hebrews 6:1-3 (Elementary teachings about Christ)
"...Therefore let us leave the elementary teachings about Christ and go on to maturity, not laying again the foundations of repentance from acts that lead to death, and of faith in God, instructions about baptisms, the laying on of hands, the resurrection of the dead and eternal judgment."

Even Jesus got baptised to fulfill all righteousness.
Mathew 3:13-15
...The Jesus came from Galilee to the Jordan to be baptised by John.... Jesus replied, ‘Let it be so now, it is proper for us to do this to fulfill all righteousness.’