Baptism

Baptism, which corresponds to this, now saves you,
not as a removal of dirt from the body but as an
appeal to God for a good conscience, through
the resurrection of Jesus Christ, I Peter 3: 21

The word baptize means to be immersed completely under the water. Jesus was baptized in this way and it is part of what He commanded us to do as well.

And Jesus came and said to them, “All authority in heaven and on earth has been given to me. Go therefore and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, teaching them to observe all that I have commanded you…” Matthew 28: 18 – 20a

We should only do it once we have decided in our minds that we believe in Jesus and want to follow Him by being a Christian.

God has made him both Lord and Christ, this Jesus whom you crucified.
Now when they heard this they were cut to the heart, and said to Peter and
the rest of the apostles, “Brothers, what shall we do?” And Peter said to them,
“Repent and be baptized every one of you in the name of Jesus Christ for the
forgiveness of your sins, and you will receive the gift of the Holy Spirit.”
Acts 2: 36b – 38

And we are to do it as soon as we believe and accept Jesus.

And now why do you wait? Rise and be baptized and wash away your sins, calling on his name. Acts 22: 16