The faithful apostles of Jesus Christ were baptized in water by John’s baptism. (Joh 1:35-37; 4:1) But they had not yet been baptized with holy spirit when Jesus pointed out that they were also to be baptized in a symbolic baptism like his, a baptism into death. (Mr 10:39) So baptism into his death is something apart from water baptism. Paul expressed himself in his letter to the Christian congregation at Rome, saying: “Do you not know that all of us who were baptized into Christ Jesus were baptized into his death?”​—Ro 6:3.

It is Jehovah God who is responsible for the performing of such baptism into Christ Jesus as well as baptism into his death. He anointed Jesus, making him the Christ or Anointed One. (Ac 10:38) Thus God baptized Jesus with the holy spirit in order that, through Jesus, his followers might thereafter be baptized with holy spirit. Therefore, those who become joint heirs with him, with heavenly hopes, have to be “baptized into Christ Jesus,” that is, into the Anointed Jesus who, at the time of his anointing, was also spirit-begotten to be a son of God. They thereby become united to him, their Head, and they become members of the congregation that is the body of Christ.​—1Co 12:12, 13, 27; Col 1:18.

That agrees with Romans 6:3, which says: “Do you not know that all of us who were baptized into Christ Jesus were baptized into his death?” As this scripture makes plain, that is not a baptism that a Christian undergoes on behalf of someone already dead but is, instead, something that affects the person’s own future.