The moist air created from baking the cheesecake in the water bath also helps keep the cheesecake nice and creamy.  It’s one little extra step that acts as a buffer to help your cake bake slowly and evenly and really makes a BIG difference in the finished recipe! To create the water bath, simply wrap the cheesecake pan with two layers of foil, set inside a large roasting pan (or cake pan), add about an inch of HOT water to the pan, then bake as directed below.