Jesus replied, "Let it be so now; it is proper for us to do this to fulfill all righteousness." Then john consented. 

                                                                           (Matthew 3:15)

Jesus letting John to baptize him is putting aside the infinite glory of the Son of God and humbly obeying all the customs of the world, and also showing to the Jews that their God is the same God of the Christians.

As we know, the Jews believe in the Old Testament, while Christians believe in both the old testament and the New Testament. This also foreshadows Jesus acknowledging that the Old Testament is from God, and that he will continue God's work on earth. 

It also shows that the Son of Man will officially begin his ministry of preaching and salvation, just like an inauguration ceremony for the Messiah.