The Lord came to the Jordan, and was baptized of John not because he was in need of that cleansing, but so that He might fulfill all that was attributable to human nature, which He had assumed, and to show that He had a true body and that he truly was an actual man.  He did not want to transgress the law, and so answered: “for thus it becometh us to fulfill all righteousness.” (Math. 3:15)  It was for this reason that He entered into the waters of Baptism.  But in so doing, He gave them incomparably more than He could receive from them, for he was in need of nothing.  For with His light He illuminated those very waters, and gave them a certain special power by which those who believe on Him, entering the waters of Baptism, are clothed in this power, and are illuminated by Him.

Holy Hierarch Epiphanios of Cyprus

The waters of Baptism would never have had the ability to cleanse human sins, had they not been blessed by the touch of the Savior’s Body.  Immersing Himself in the water, the Savior blessed the waters - the deep, and the source of all springs.

Holy Hierarch Ambrose of Milan