Jesus is saying, I m with you. I ll be there for you. Baptism is the first step of Jesus on the way to the cross. Second - As Jesus comes up out of the water He is empowered by the Holy Spirit for His ministry as our Savior. The Holy Spirit chose to descend in the form of a dove.
Doves are gentle - harmless.
They don t fight back. And yet they re irresistible - attractive. And, so was Jesus. The Gospel is not a mystery. We don t need to guess or speculate about who Jesus is.