John was the last prophet. His job was to announce that the long-awaited Messiah, the Saviour, had finally arrived. His job was also to encourage people to repent, to turn their lives around. John used the ceremony of baptism to help that process of repentance. But Jesus had no sins. Jesus was the Savior. Jesus had no need to repent, and therefore no need to be baptized. And yet, he shows up by the river and gets in line anyway.
Why? Because Jesus wants to make sure that we know that he loves us. And so, when he saved us from sin, he did so from close by. By getting baptized, Jesus expressed his desire to take our place, to take the punishment for our sins upon himself, so as to free us from them.
Later, on the cross, he actually did take them on himself. This was why he came. This was his mission. And this is still his mission. He still wants to save us by coming close to us, to make sure that we know that he loves us.