"And when Jesus was baptized, he went up immediately from the water, and behold, the heavens were opened and he saw the Spirit of God descending like a dove, and alighting on him; and lo, a voice from heaven, saying, 'This is my beloved Son, with whom I am well-pleased"' (Mt 3:16-17).
"Jesus' public life begins with his baptism by John in the Jordan. John preaches 'a baptism of repentance for the forgiveness of sins' (Lk 3:3)" (CCC, 535).
Source : First Mystery of Light - http://www.vatican.va/special/rosary/documents/popup/popup01_lum_en.html
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