Jesus is Baptized in the Jordan
Matthew 3:16-17 And Jesus being baptized, forthwith came out of the water: and lo, the heavens were opened to him: and he saw the Spirit of God descending as a dove, and coming upon him. 17 And behold a voice from heaven, saying: This is my beloved Son, in whom I am well pleased.
This is the most explicit revealing of the Trinity we have in the Gospels (that I am aware of). Christ had no actual or original sin to be washed away with baptism in our sense of the word, but rather did this as an example for us to follow. Baptism is the entry level sacrament which allow us to accept the others. It makes sense that this is the beginning of Christ's ministry to us.
When I ponder this mystery, I have to be honest, all I can do is picture myself as one of many bystanders watching John as he baptizes his cousin Jesus. John as we recall was the baby who leaped in the womb of Elizabeth at the sight of Mary. Now he baptizes Christ and we are shown through this external sign an already perfect and wonderful inward reality.