Matthew 3:16 & 17
"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.'" NIV translation
Three things happened when Jesus came up out of the water and we are reminded that the number three is associated with the earthly display of God's will.
First, heaven was opened and it was possible to look into the highest of heavens. This reminds us that Jesus has given us direct access to the things of heaven.
The second thing that happened is that the Holy Spirit was physically seen descending and landing on Jesus. With the arrival of the Spirit, Jesus would be fully equipped for His ministry to mankind. Likewise, as believers, when we receive the Holy Spirit, we are equipped to follow Jesus and to serve Him.
The third thing was that the Father's voice was heard declaring that Jesus "is my Son". This is a stumbling block for many men as they reject the idea that God would have a Son. Nevertheless, we have this event presented to us by more than enough witnesses to make it legal. This identification with God was necessary to prove that Jesus did not have the original sin in Him. God also said that He was "well pleased" with Jesus and this speaks to the fact that He would be an acceptable sacrifice for the sins of men. In the Old Testament, only clean animals could be offered to God and it is the same principle here. Jesus had to be sinless to be an acceptable sacrifice for the sin of man.