The Old Testament which is a type of shadow of things to come, says...
Exodus 30:20 When they go into the tabernacle of the congregation, they shall
wash with water,
that they die not; or when they come near to the altar to minister, to burn offering made by fire unto the LORD:
Jesus said...
John 3:5 Jesus answered, Verily, verily, I say unto thee, Except a man be born of
water and of the Spirit, he cannot enter into the kingdom of God.
Jesus Commanded...
Matthew 28:19 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost:
Peter's response (with all the apostles with him)...
Acts 2:37 Now when they heard this, they were pricked in their heart, and said unto
Peter and to the rest of the apostles, Men and brethren,
what shall we do?
[38] Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost.
Peter obeys Jesus and "commands" baptism...
Acts 10:48 And he
commanded them to be baptized in the name of the Lord. Then prayed they him to tarry certain days.
Paul himself was baptized...
Acts 22:16 And now why tarriest thou? arise, and be baptized, and wash away thy sins, calling on the name of the Lord.
Paul connects Holy Ghost with water baptism...
Acts 19:2 He said unto them,
Have ye received the Holy Ghost since ye believed? And they said unto him, We have not so much as heard whether there be any Holy Ghost.
[3] And he said unto them, Unto what then were ye
baptized? And they said, Unto John's baptism.