We should be water baptized because Jesus was baptized and He is our example and because He commanded us to be baptized.
Mark 1:9 – At that time Jesus came from Nazareth in Galilee and was baptized by John in the Jordan.
Matthew 28:19 – Therefore go and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit.
Water baptism was the first thing believers did in the early church after they believed in and confessed Jesus as Lord of their life.
Acts 8:35-38 – Then Philip began with that very passage of Scripture and told him the good news about Jesus. As they traveled along the road, they came to some water and the eunuch said, “Look, here is water. Why shouldn’t I be baptized?” And he gave orders to stop the chariot. Then both Philip and the eunuch went down into the water and Philip baptized him.