Scripture reveals obedience to water baptism in the name of Jesus is when God remits sin. (Mark 1:1-5, Luke 24:47, Acts 2:38, 22:16) Choosing to accept that truth takes an act of faith. Keep in mind, the Bible is full of examples where God commanded things that made no sense. However, those who acted in faith to His commands saw the mighty hand of God. Obedience always brings about what God promises.
Just a couple of OT examples that foreshadow the NT water baptism command:
"And Moses said unto the people, Fear ye not, stand still, and see the salvation of the Lord,...
And the Lord said unto Moses, Wherefore criest thou unto me? speak unto the children of Israel, that they go forward:
But lift thou up thy rod, and stretch out thine hand over the sea, and divide it: and the children of Israel shall go on dry ground through the midst of the sea." (Ex. 14:13, 15-16)
"Thou in thy mercy hast led forth the people which thou hast redeemed: thou hast guided them in thy strength unto thy holy habitation." Ex 15:13
"And Elisha sent a messenger unto him, saying, Go and wash in the Jordan seven times, and thy flesh shall come again to thee, and thou shalt be clean.
But Naaman was wroth, and went away, and said, Behold, I thought, He will surely come out to me, and stand, and call on the name of the Lord his God, and strike his hand over the place, and recover the leper. (Leprosy represented Sin)
Are not Abana and Pharpar, rivers of Damascus, better than all the waters of Israel? may I not wash in them, and be clean? So he turned and went away in a rage.
And his servants came near, and spake unto him, and said, My father, if the prophet had bid thee do some great thing, wouldest thou not have done it? how much rather then, when he saith to thee, Wash, and be clean?
Then went he down, and dipped himself seven times in Jordan, according to the saying of the man of God: and his flesh came again like unto the flesh of a little child, and he was clean." 2 Kings 5:10-14