All four Gospels speak of the baptism of Jesus (John's Gospel doesn't explicitly reference the physical act itself, but contains narrative that the other three record concurrently with the baptism, thus John's Gospel still speaks to it, though emphasizing a different event within the event).
Some are confused by this baptism. 'After all,' they say 'isn't baptism the washing away of sins?' I'm not entirely clear where this idea comes from because I haven't done that research so I won't address it here. But I will say that this idea is incorrect. There is certainly enough there that feels like it makes sense to say that, but if one understands what the act of baptism is signifying in terms of being buried and rising from that burial, then it becomes clearer why Jesus was baptized.
While it is true that Jesus' baptism inaugurates His public ministry, this is not all it is. The act of baptism itself signifies death and resurrection. It was a type of cleansing ritual that the Jews practiced and is not at all limited to New Testament times or the church. While it is a 'cleansing' ritual (possibly where the idea of washing away sins comes from) the cleansing is not the same. Being baptized into Christ means being baptized into His death and resurrection (Romans 6.1-14). We are dying to ourselves and being raised to a new life just as Christ died to all of the 'selves' (us) and was raised to new life with the Father.
One possible explanation is that Jesus was dying to Himself in the sense that He, from this point forward, would make no use of His divine authority to have the cup removed from Him. He would not call on angels to rescue Him, He would not perform mighty acts to free Himself from being arrested, tried, beaten, and then killed. He would not utilize any divine excuse or allow anything to sway Him from His purpose. I heard this preached once and I think there is a lot there; however, Gethsemane trips me up because Jesus does ask the Father "If it is possible, remove this cup from Me". While that wouldn't qualify as Jesus doing it Himself, it still is a use of divine connection for the purpose of not continuing on the mission, though He seems to know that this won't happen "Not My will but Yours be done". I think the issue is even more complicated by the fact that Jesus' baptism was intended to signify something publicly that theoretically would be understandable by those also participating. Were He pointing to this kind of dying to self, any clues that this is the case are absent and it would take a very forward-thinking audience to grasp this, particularly because this is the first time they have seen Jesus, or at least made a connection between Him and God; they wouldn't know He had divine powers or authority. It may be that they realized this later, but if Jesus is making the connection between prophetic fulfillment and His public ministry and atoning death, then I think another explanation fits better.
It is often said of His baptism that Jesus never sinned and thus did not need to be cleansed so it can't mean that He was dying to sin, but rather for sins (plural). It is true that He never sinned and so did not need to be cleansed, but He certainly did die to sin, just not an old sinful self that He once was. The New Testament makes a distinction that we too often ignore: sin and sins. Sin (singular) is the nature itself; that which we are born into and are operating out of. Sins (plural) are the particular expressions flowing from that sin nature.
Jesus did not merely die for all of our acts of sin, though this is true; He died to our old selves that He stood in place for. By taking on sin, He became that sin and for it to have no power any longer it had to be put to death. He did not simply take a punishment in our place in the same way that a sibling might take a spanking though my breaking the cookie jar still belongs to me. Jesus became my sin and took on that wrath personally so that there could never be an accusation against me. He never sinned, but nonetheless died to sin once He took it on.
His baptism signifies this. His explanation to John "Permit it at this time; for in this way it is fitting for us to fulfill all righteousness" is a statement of what Jesus came to do being as good as done. In other words, it is a promise that He is going to the cross and will not be impeded because He will fulfill what the Father has promised by sending the Messiah. Certainly every aspect up until now demonstrates this, but not publicly. The first public act of Jesus was to promise that He was going to die to sin on our behalf and be raised to life showing that death, sin, and satan no longer have the power over us.
John's questioning of Jesus is what clues us in, when he says: "I have need to be baptized by You, and do You come to me?" John is wondering what Jesus could be showing by demonstrating a dying to sin. John understands that Jesus is sinless; he has just finished making a statement about Jesus executing judgment. In effect, John is saying: 'How can You be wanting to do this if You have no sin to die to? I'm the one who needs to repent, not You.' Jesus answers in a way characteristic of Him when asked a question He doesn't think the one asking should know already--gently. He tells Him to "Permit it at this time"; that is, 'Let me do this now, even though it seems the timing is off'; "for in this way it is fitting for us to fulfill all righteousness"; that is, 'By me doing this I am showing that I will do what I came to do, and by you doing this, you are fulfilling what you came to do'. The time contrast here is fantastic. This baptism, according to Jesus, shows that the fulfillment of both missions is in this moment (John's is literally so and Jesus' is no less fulfilled as "My word will not return to Me void" [Isaiah 55.11] but only in terms of chronology). Not long after this John is imprisoned and killed. Further down the road, Jesus is arrested and killed. But the baptism marks both as completed right now.
When we are baptized into His death, we are identifying our death to that sin. Jesus died to our sin so that we might live. Our sin-nature has been put to death in that it no longer has power over us; we don't have to sin. And if we do, "we have an advocate with the Father, Jesus Christ the righteous" (1 John 1.1). And we also will not suffer the wrath on the day of judgment. Sin's power is gone, its contribution to satan's works and effects is gone, and its inevitable death-effecting is gone. We die to that old self that does nothing but sin. Now we have freedom to walk in new life because sin was killed on the cross when Jesus became sin and died, but what was raised was that which could not die: I AM. Sin is done and new life has come. Coming up out of the water means that we are raised with Christ to walk in the power of God, constantly presenting ourselves not to our old enslavement that is dead now, but to the living God Who indwells us through His Spirit to show us the way in which we should walk.
By His baptism He promised this and we know He fulfilled the promise of that baptism. And baptism continues today, proving the account true. The breaking of bread and drinking of wine in communion also proves that account true. These two things were the center around which Christians met for the first 1,500+ years of the church's existence across every boundary and ever border and every preference and every tongue. Left or right, young or old, male or female, Jew or Greek. Both originated with Jesus and both signify what He said they signify, even to this day. Both point to His death, burial, and resurrection. The first two are hardly in question, but by virtue of that very fact coming out of not coincidence, but three years of publicly saying it would be so, and the hundreds of years before that saying it would be so give us little room to categorically deny the third fact.
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