Last April, I was standing in the River Jordan, at the site not far from the Judaean desert, where Jesus was baptised (if it wasn’t there, it can’t have been far away). The Jordan is not the mighty river it must have been in Jesus’ day. Nevertheless, of the places I visited on that particular trip, it was one of the most moving.
I am reminded of that event as I reflect on the Collect for Sunday after Epiphany, the Sunday where Anglicans remember the Baptism of Jesus.
Eternal Father, who at the baptism of Jesus revealed him to be your Son, anointing him with the Holy Spirit: grant to us, who are born again by water and the Spirit, that we may be faithful to our calling as your adopted children; through Jesus Christ your Son our Lord, who is alive and reigns with you, in the unity of the Holy Spirit, one God, now and for ever. 
One of the great things about being a Baptist, newly come to Anglican liturgy and Evensong, is the opportunity which that service gives to listen to Scripture read without distractions, and knowing that no-one will expound it for you later: it’s down to you (with the help of the Holy Spirit) to apply it to your heart. Another is hearing the great collects of Thomas Cranmer – often, for me, for the first time. Matthew tells the story in this way:
Then Jesus came from Galilee to the Jordan to John, to be baptised by him. John would have prevented him, saying, “I need to be baptised by you, and do you come to me?” But Jesus answered him, “Let it be so now, for thus it is fitting for us to fulfil all righteousness.” Then he consented. And when Jesus was baptised, immediately he went up from the water, and behold, the heavens were opened to him, and he saw the Spirit of God descending like a dove and coming to rest on him; and behold, a voice from heaven said, “This is my beloved Son, with whom I am well pleased.” (Matthew 3:13–17 ESV)
In the Anglican service for the Baptism of Jesus we are asked to remember the significance of Jesus own baptism and to answer the question that John poses too: why does Jesus come to be baptised? There are many threads to draw from this event, but to highlight just two: Jesus identifies himself with humanity and in this event is numbered with the transgressors, freely, in obedience, even though he is not a transgressor himself; and Jesus comes up out of the waters of baptism to be led into the wilderness to be tempted just as Israel came through the waters of the Red Sea and then wandered in the desert. Gordon Fee writes:
Jesus [is] stepping into the role as God’s Son, going through the waters, followed by forty days in wilderness, but succeeding precisely at the points where Israel failed when they were tested forty years in the wilderness. 
So, as Trevor Burke points out:
the climax lies in the declaration of Jesus’ identity, who he is, namely, God’s unique Son…Here his filial identity is explicitly and overtly brought out into the open. 
As I listened to the collect (on this occasion being ably intoned by my fellow chorister, Adam, standing next to me!) I was struck by the parallel Cranmer draws between Jesus baptism and our own, especially what Burke calls the climax of His baptism: the Father affirming the Son. I had never thought before that my baptism was a sign of my adoption as a son and that in baptism God was saying to me: you are my son, I am pleased with you.
Tom Wright has clearly read Cranmer’s collect, and is perhaps drawing on it when he writes:
The whole Christian gospel could be summed up in this point: that when the living God looks at us, at every baptised and believing Christian, he says to us what he said to Jesus on that day…
Reflect quietly on God saying that to you, both at your baptism and every day since.
He goes on to say:
Any early Christian reading this passage would also, of course, believe that their own baptism into Jesus the Messiah was the moment when, for them, the curtain had been drawn back [i.e. seeing the heavens open] and these words had been spoken to them. We need to find ways, in today’s church, of bringing this to life with our own practice of baptism and teaching about it. 
Whether our own experience of Baptism was exactly like this or not, a moment of revelation, when the curtain is drawn back, we surely need to hear today, and every day, those words which the Father spoke to the Son, and speaks also to us: “This is my beloved Son, with whom I am well pleased.”
 Collect for the Baptism of Christ from Common Worship. Church House Publishing, 2006.
 Fee, Gordon D. Pauline Theology: An Exegetical-Theological Study, Hendrickson, 2007. p.542
 Burke, Trevor J. The Message of Sonship. IVP, 2011. p.106
 Wright, N. T. Mark for Everyone. SPCK, 2004. p.5-6