By St. Cyril of Jerusalem
Jesus sanctified Baptism by being Himself baptized. If the Son of God was baptized, what godly man is he that despises Baptism? But He was baptized not that He might receive remission of sins, for He was sinless; but being sinless, He was baptized, that He might give to them that are baptized a divine and excellent grace. "For since the children are partakers of flesh and blood, He also Himself likewise partook of the same" (Heb. 2:14), that having been made partakers of His presence in the flesh we might be made partakers also of His Divine grace: thus Jesus was baptized, that thereby we again by our participation might receive both salvation and honor.
According to Job, there was in the waters the dragon that "draws up Jordan into his mouth" (Job 40:23). Since, therefore, it was necessary to break the heads of the dragon in pieces, He went down and bound the strong one in the waters, that we might receive power to "tread upon serpents and scorpions" (Lk. 10:19). The beast was great and terrible. "No fishing-vessel was able to carry one scale of his tail": destruction ran before him, ravaging all that met him. The Life encountered him, that the mouth of Death might henceforth be stopped, and all we that are saved might say, "O death, where is your sting? O grave, where is your victory?" (1 Cor. 15:55). The sting of death is drawn by Baptism.
For you go down into the water, bearing your sins, but the invocation of grace, having sealed your soul, suffers you not afterwards to be swallowed up by the terrible dragon. Having gone down dead in sins, you come up quickened in righteousness. For if you have been "united with the likeness of the Savior's death" (Rom. 6:5), you shall also be deemed worthy of His Resurrection. For as Jesus took upon Him the sins of the world, and died, that by putting sin to death He might rise again in righteousness; so you also by going down into the water, and being in a manner buried in the waters, as He was in the rock, are raised again "walking in newness of life".
Moreover, when you have been deemed worthy of the grace, He then gives you strength to wrestle against the adverse powers. For as after His Baptism He was tempted forty days (not that He was unable to gain the victory before, but because He wished to do all things in due order and succession), so you likewise, though not daring before your baptism to wrestle with the adversaries, yet after you have received the grace and are henceforth confident in "the armor of righteousness" (2 Cor. 6:7), must then do battle, and preach the Gospel, if you will.
Jesus Christ was the Son of God, yet He preached not the Gospel before His Baptism. If the Master Himself followed the right time in due order, ought we, His servants, to venture out of order?
From Catechetical Lecture 3.