Peter replied, "Each of you must repent of your sins and turn to God, and be baptized in the name of Jesus Christ for the forgiveness of your sins. Then you will receive the gift of the Holy Spirit.
(Acts 2:38 NLT)
The Bible teaches that Christians need to be baptised. Jesus commanded His disciples to baptise everyone (Matthew 28:19). In obedience we are to be baptised. In nearly every instances of baptisms in the bible are those who are old enough to know what it means and it was performed in water with the person being immersed in it (e.g. Acts 8:38). Many churches call this Believer's Baptism.
Baptism is a symbol of our commitment to be a follower of Jesus Christ. It symbolises our identification with the death and resurrection of Jesus (see Romans 6:1-10).
When you have found a church go and talk to the pastor about baptism. Often churches offer short courses on what baptism is all about.