In today’s reading, Matthew 3:13-4:17, Jesus goes to John for baptism and then on to the wilderness where He is tempted. There are really a couple of things going on here that we should look at, and while they seem disconnected, there is a relationship.
First, the baptism of Jesus occurs. This is seen by most of us as the start of His public ministry time--before this, He has perhaps done a bit of teaching but when it comes to thinking of the work He does in the Gospels, it all really starts here.
Moreover, this is one of the passages in Scripture from which we really get the idea of God’s eternal existence in Trinity, as Father, Son, and Holy Spirit. While this is not a doctrine that can easily be explained and must instead be held in faith, it is also easily gotten, well, wrong. It usually drifts into modalism where the idea is that God is sometimes Father, then Son, and now Spirit. But the Baptism Narrative disproves that, as all Three are present at the Baptism: the Father speaks from Heaven, the Spirit descends, and the Son is standing right there.
In all, we’re better off trusting by faith, as the church long has, that God is Trinity. One of the earliest explanations (translated, not by me) puts it this way:
That we worship one God in trinity and the trinity in unity,
neither blending their persons
nor dividing their essence.
For the person of the Father is a distinct person,
the person of the Son is another,
and that of the Holy Spirit still another.
But the divinity of the Father, Son, and Holy Spirit is one,
their glory equal, their majesty coeternal.
So, clear as mud? Good. Not everything is explainable, no matter our desire. The main point here is that Jesus went to John for baptism, and from this we take that we should be baptized as well, because if Jesus said it was part of His obedience, how much more might it be part of ours? Not necessary for salvation--after all, the One who needed no salvation was baptized--but part of walking righteousness.
The second part of this passage gives us the temptations placed before Jesus. We would do well to notice how He is tempted, how He withstands the temptations, and then to remember that it is very unlikely that this was the last time Jesus was tempted by sin. After all, we are not only tempted three times in a row then left alone, are we? And if Jesus is our Savior, Lord, and example to follow...
As you look at the three expressed temptations, also note that later on during His ministry, Jesus does multiply food--to serve others. He does walk right through an angry crowd that wanted to stone Him--protected because it was not yet His time. He consistently draws worship away from earthly things--what do you think cleansing the Temple partly included?
We see that not only does Jesus reject the temptations (not The Temptations, He probably likes Motown) in one setting--He shows that He could have done each of these things. Sometimes, we prepare ourselves to reject temptations that will be out of our power--what good is it that I say I would reject misusing great political power? I’ll never be elected President to have any! Be ready to face temptations that you will actually face.
After all, Jesus faced temptations that He could have done but rejected them. That is what He has strengthened you to do--if you will trust in Him.
(Above quote is from the Athanasian Creed)
Best explanation of the Trinity you'll find? This video: