Luke 3:22

and the Holy Ghost descended in a bodily shape like a dove upon Him, and a voice came from heaven, which said, Thou art My beloved Son; in Thee I am well pleased.

When all the people were being baptized, when the ministry of John had reached its climax, Jesus Himself came to be the companion of sinners that were seeking forgiveness of sins through Baptism. Through His baptism, Jesus was formally inaugurated into His office. For after His baptism, while He was praying, as He was wont to do in all the important situations of His life, the heaven above Him was opened. And at the same time, the Holy Spirit, in the bodily form of a dove and as such externally visible, came down from heaven upon Jesus. The entire event was a miraculous witness of God the Father to the Sonship of Jesus, as He also called down in an audible voice: Thou art My Son the beloved, in Thee I am well pleased. It was a manifestation intended for the strengthening of Christ at the beginning of His ministry. In the days which were before Him, it would often seem as though the hand of God were entirely withdrawn from Him, that He 'no longer had a loving Father in heaven above. But the assurance which He received at His baptism gave Christ the necessary courage, according to His human nature, to meet all the trials which must needs fall to His lot as the great Vicar of mankind. Note that the Triune God is present at this great induction of the Son into His office. "With these words God makes the heart of all the world laughing and happy and transfuses all creatures with the full measure of divine sweetness and comfort. How so? Why, if I know that and am certain that the man Christ is the Son of God and well-pleasing to God, as I must be certain, since the divine Majesty itself speaks from heaven, which cannot lie, then I am also certain that all that this Man says and does is all the word and work of a beloved Son, which must please God in the highest measure. Well, then, that I note and grasp it well: How could God give me more convincing evidence and offer Himself with greater love and sweetness than by saying that it pleases Him from His heart that His Son Christ speaks so pleasantly with me, loves me so cordially, and out of great love for me suffers, dies, and does everything? Thinkest thou not, if a human heart should feel such pleasure of God in Christ when He serves us thus, that for joy it would burst into a hundred thousand pieces? For there it would see the abyss of the fatherly heart, yea, the bottomless and eternal goodness and love of God which He bears toward us and has borne from eternity."