The beginning of the Good News about Jesus Christ, the Son of God. It is written in the book of the prophet Isaiah :
Look, I am going to send my messenger before you;
he will prepare your way.
A voice cries in the wilderness:
Prepare a way for the Lord,
make his paths straight,
and so it was that John the Baptist appeared in the wilderness, proclaiming a baptism of repentance for the forgiveness of sins. All Judaea and all the people of Jerusalem made their way to him, and as they were baptised by him in the river Jordan they confessed their sins. John wore a garment of camel-skin, and he lived on locusts and wild honey. In the course of his preaching he said "Someone following me, someone who is more powerful than I am, and I am not fit to kneel down and undo the strap of his sandals. I have baptised you with water, but he will baptise you with the Holy Spirit".
It was at this time that Jesus came from Nazareth in Galilee and was baptised in the Jordan by John. No sooner had he come up out of the water than he saw the heavens torn apart and the Spirit, like a dove, descending on him. And a voice came from Heaven "You are my Son, the Beloved; my favour rests on you".
Mark 1:1 - 11 (The Jerusalem Bible)
Mark begins this Gospel by pointing out that the prophecy of Isaiah has been fulfilled, John is the voice that cries in the wilderness and announces the coming of Jesus, who he later baptises. Thus providing evidence that Jesus was indeed the Son of God.
So, why did Jesus ask to be baptised? . Like some previous prophets it seems Jesus was confessing sin on behalf of all the people. By being baptised he was approving John's ministry and baptism. In this way Jesus also was identifying with those who were repenting. It was also an announcement of the beginning of Jesus' ministry.
Christian groups have different opinions in their teaching of baptism. The washing away of sin, as an exorcism from evil spirits, others believe it marks an important step into obedience of Christian life. For some it acknowledges the salvation that is already accomplished but baptism has no power to remove sin.
Some faiths "Christen" their children soon after birth and this seems to be enough that the child is raised to believe in the Christian faith. I was Christened in this way and for me it seems a strange thing to do because Jesus taught that a child is innocent and is already saved. Although I myself have never been baptised, baptism seems more appropriate than a Christening as it is the choice of the adult to continue his faith in Jesus. That said I think neither is necessary but that is a personal view on this matter and I do not consider myself a Christian but do agree with much of the teachings of Jesus.