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Enter the rugged and wild John the Baptist. He's described as wearing "clothing of camel's hair with a leather belt around his waist, and his food was locusts and honey" (3:4). This is one seriously intense dude.
John is out in the desert preaching ("Repent, for the kingdom of heaven has come near," [3:2]) and baptizing people in the Jordan River.
All of the sudden, Jesus comes looking to be baptized. Now, John knows what's up and can't believe Jesus is coming to him to be baptized. Jesus has to persuade him to actually do it.
But unlike all the other baptisms that John performs, this one breaks the sky open. Literally.
The moment Jesus rises from the water, the sky opens up and a voice says, "This is my Son, the Beloved, with whom I am well pleased" (3:17).