Baptism is how we outwardly identify with the death, burial, and resurrection of Jesus Christ. Going under symbolizes that we are participants in the death and burial of Christ. We have died to our old ways, our sin, and self centered way of living. When we arise out of the water it symbolizes our new life in Jesus that comes through His resurrection.
You can choose to participate in baptism after coming to believe that Jesus is the only way to God and that He is God's acceptable sacrifice for the forgiveness of your sins.