Jesus chose to be baptised of John the Baptist in the river Jordon. He always identified with mankind.

For we have not an high priest which cannot be touched with the feeling of our infirmities; but was in all points tempted like as we are, yet without sin.
Hebrews Ch 4 v 15

But Jesus is the sinless Son of God. And God always shows us that it is He who is exalted above all.

Now when all the people were baptized, it came to pass, that Jesus also being baptized, and praying, the heaven was opened, And the Holy Ghost descended in a bodily shape like a dove upon him, and a voice came from heaven, which said, Thou art my beloved Son; in thee I am well pleased.
Luke Ch 3 vv 21,22

The Dove is a symbol of peace. Real peace comes from God Himself. And in the picture of the Dove descending we see God's peace in the form of the Holy Spirit resting upon Him who is the Prince of Peace - the Lord Jesus Christ.