A traditional crux is why Jesus underwent baptism. John's baptism symbolized repentance, yet Jesus had nothing to be penitent about.
1. There's an aspect of mutual attestation. Jesus is vouching for John's vocation, and John returns the favor. By the same token, it gives John a very public opportunity to bear witness to Christ.
2. Mt 2-4 is crisscrossed with new Exodus typology, so the baptism and temptation of Christ probably play on that theme. To some degree, he's recapitulating the history of Israel, only he succeeds where Israel fails.
3. In that regard, the location of the baptism is emblematic. Not just any body of water, but the Jordan river. That was a border of ancient Israel. Joshua and the Israelites had to cross the Jordan river to enter the promised land. By undergoing baptism, Jesus is situated on that evocative border–between Israel and the wilderness.
4. That's reinforced by the temptation, where he enters the wilderness. That triggers associations with the experience of the Exodus generation. The fact that Jesus quotes from Deuteronomy, three times in a row, bolsters allusions to the history of Israel in the Sinai desert.
5. In addition, Christians must face trials and temptations, so Jesus is setting an example to emulate.
6. The vicarious symbolism of his actions at the outset of his public ministry preps the reader for the vicarious atonement to come. Jesus is already acting in a representative capacity, by reprising the role of Israel. This involves the same general principle as vicarious atonement. Acting on behalf of and in lieu of another or others.
7. Why did Satan tempt him?
i) For one thing, this indicates that Jesus got the attention of the dark side–like radar and satellite surveillance to detect inbound ICBMs. Jesus poses a threat to the dark side. His public baptism alerts the enemy to a mortal foe.
ii) Apropos (i), the dark side sends its top gun to confront Jesus. Not a demon but the leader of the cosmic rebellion. The dark side can't afford to ignore Jesus.
6. Mark mentions that Jesus was with wild animals. Some scholars think this foreshadows the experience of Christians who were martyred in the Colosseum. Torn apart by vicious beasts.
One thought (not original with me) is that by undergoing John's baptism, the Lord Jesus was giving His own answer to the question He later asked the Pharisees: "The baptism of John, whence was it? from heaven or of men?"
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