The story of the Baptism of Jesus, also known as Theophany or Epiphany, can be found in all four gospels (Matthew 3, Mark 1, Luke 3, John 1). In the story, Jesus is baptized by John in the Jordan river before he begins His ministry. When He is baptized, a voice from heaven declares Jesus as the beloved Son of God, and the Holy Spirit descends upon him.
The moment of the baptism is an important event in Christianity as it presents all three members of the Trinity at the same event. This is captured in the book of Matthew.
As soon as Jesus was baptized, He went up out of the water. At that moment heaven was opened, and He saw the Spirit of God descending like a dove and alighting on Him. And a voice from heaven said, ‘This is my Son, whom I love; with him I am well pleased.’
– Matthew 3:16-17