The simple answer is that Jesus commanded it in the Great Commission – go therefore and make disciples of all nations, baptising them in the name of the Father and of the Son and of the Holy spirit (Matthew 28:19) – and the early disciples followed it in obedience. Jesus himself set for us an example when he was baptised by John the Baptist in the river Jordan. Baptism is not a pre-requisite for salvation.
We are saved by grace through faith in Jesus.
Baptism however is the outward profession of the inward faith that one has exercised. It is a sign to the world that a sinner has been cleansed of his sins and ushered into the kingdom of God and all these are made possible by His amazing grace. Those who are baptised will be able to join in the communion meal where we remember the body of Christ broken for us and the blood of Christ shed for us.
If you have put your faith in Jesus, what is stopping you from being baptised? Baptism and membership go hand in hand. In our baptism, when we make a public commitment to follow Jesus, we are also making a public commitment to that Body of Christ, i.e. the local church, who witnesses our baptism, thereby officially becoming its member.