No. 1275, 1276 and 1277, page 324 of the Catechism of the Catholic Church: The Celebration of the Christian Mystery; Libreria Editrice Vaticana: Urbi Et Orbi Communications:
Christian initiation is accomplished by three sacraments together: Baptism which is the beginning of new life; Confirmation which is its strengthening; and the Eucharist which nourishes the disciple with Christ's Body and Blood for his transformation in Christ.
"Go therefore and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, teaching them to observe all that I have commanded you" (Matthew 28: 19-20).
Baptism is birth into the new life in Christ. In accordance with the Lord's will, it is necessary for salvation, as is the Church herself, which we enter by Baptism.
Q. When was Baptism instituted?
A. Baptism was instituted, very probably, about the time Our Lord was baptized by St. John, and its reception was commanded when, after His resurrection, Our Lord said to the Apostles: "All power is given to Me in Heaven and on earth. Going, therefore, teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost.
Q. What is Baptism?
A. Baptism is a Sacrament which cleanses us from original sin, makes us Christians, children of God, and heirs of Heaven.