Christians believe that Jesus commanded us to baptize new Christians. However, there is a fundamental division in views: some Christians (such as Catholics and the Orthodox) have a sacramental view of baptism, on which baptism as such leads to an actual supernaturally-produced change in the person baptized, while others hold a symbolic view of it.
Here is an argument for the sacramental view. We learn from Paul that there is a radical change in God’s law from Old to New Testament times. I think our best account of that change is that we are no longer under divinely-commanded ceremonial and symbolic laws, but as we learn from the First Letter of John, we are clearly still under the moral law.
On the symbolic view, however, baptism is precisely a ceremonial and symbolic law—precisely the kind of thing that we are no longer under. On the sacramental view, however, it is easy to explain how baptism falls under the moral law. Love of neighbor morally enjoins on us that we provide effective medical treatment to our neighbor, and love of self requires us to seek such treatment for ourselves. Similarly, if baptism is crucial to the provision of grace for moral healing, then love of neighbor morally enjoins on us that we baptize and love of self requires us to seek baptism for ourselves.
The same kind of argument applies to the Eucharist: since it is commanded by God in New Testament times, it is not merely symbolic.