Your question, "What is Baptism for?" is a great one.....
The reason a person gets baptised is NOT FOR salvation BUT as a PICTURE or as a symbol of what has happened in their life. It pictures the fact that the person (you) has DIED to their OLD way of life and their old way of sin and is buried (in baptism) and then is RAISED to a live NEW LIFE in Jesus (following Jesus and obeying Him instead of yourself as you did before you died to sin).
Within Christianity there are two main methods of baptism: sprinking and immersion. As baptists we believe that immersion is more illustrative of the picture or symbolism of being baptised and immersion is the method that is described in the Bible. The word 'baptise' in the Bible is the transliteration of the Greek word, Baptizo, which means "to dip or to immerse" as, for example, when a person dips or immerses a piece of cloth into a vat of color and it is dyed that new color.
Anyway, Yes, a person SHOULD be baptised when they are saved. It is NOT essential for salvation, (remember the thief who died on the cross was not baptized in water but he was saved) but baptism pictures to you what you have done, and it is a witness to others that you have accepted Christ and His salvation and that you are now living a NEW life in Him and have DIED to your old ways of living and your old sinful lifestyle.
When I was baptized, my pastor had a phrase that he would say as he immersed me (or anyone being baptised)... he would say:
I have never forgotten that, and on every remembrance of my baptism or whenever I see a baptism, it reminds me that I am dead to my old life and that I am now walking in the new Life provided for me by Jesus. It is Jesus' death that I am claiming for the payment of my sin debt and it is Jesus' life that now indwells me and makes me righteous and enables me to commune and fellowshiip with God. Thus it is in Jesus' life that I now live and walk.
Jesus' death provided the atonement for my (and your) sins (if I, or you, accept the gift of His substutitionary death to pay the penalty for my, and your, sins.). If I accept Jesus' death as my substitution, then my 'burial' in baptism is a picture of my dying with Christ. When Christ rose from the grave, He conquered death and now lives forever as God. In the same way, my being raised up out of the submersion in the water at baptism, pictures my being raised with Christ to walk with and in Him in the newness of His life which I received when I was 'saved' (believed in, trusted in Him for my salvation.)
So, that is WHY a person is baptised..... as a picture of what has happened in their life.
It is a picture to the believer and is a witness to the entire world that I truly have been
"Buried in the likeness of His death and raised to walk in the newness of His life."