The Gospel According to St. Matthew: Matthew Chapter 3: Read Here: https://www.lds.org/scriptures/nt/matt/3?lang=eng
The Father was Pleased that Jesus was Baptized
What was the purpose of the Pharisees and the Sadducees in coming to the baptism of John? John certainly questioned their sincerity; and in this chapter, he tells them the requirements for baptism. Although John baptized with water, it is God who will baptize us with fire and the Holy Ghost.
When Jesus came to John to be baptized, John felt inadequate to baptize His Lord; but, Jesus insisted and said, “Suffer it to be so now: for thus it becometh us to fulfil all righteousness” (Matt 3:15). When Jesus was baptized of John, a dove is seen as a witness from the Holy Ghost that John baptized the Messiah; and, God spoke from the heavens saying, “This is my beloved Son, in whom I am well pleased” (Matt 3:17)
When we follow the Spirit in doing our Heavenly Father’s will, we can also have a personal witness that Heavenly Father is pleased with us through the power of the Holy Ghost.
Not only does this chapter set forth the importance of baptism; because Jesus Christ, being completely holy, was baptized to comply with His Father’s will; it also shows that the Godhead is indeed three distinct persons, although One in unity and purpose.