Christians did not invent baptism. Similar rites already existed in Judaism.
The mikvah was a ritual bath used for ablutions necessary for purity rites. Total immersion of the body in the mikvah water was part of the conversion process to Judaism.
John the Baptist, a prophet in Judea at the time of Jesus of Nazareth, performed sacred ablutions in the Jordan and proclaimed that immediately after him would come the Messiah who would inaugurate paradise in an ablution of fire and sacred life.
However, when Jesus, coming from Galilee, came to John the Baptist to ask for baptism, John recognized in Jesus the Saint he had announced. John the Baptist initially refused to baptize him, as this would be to acknowledge Jesus as an impure being who had committed sins against God and men.
"Then Jesus came from Galilee to the Jordan; he came to John to be baptized by him. John opposed him and said to him, "I should be baptized by you, and do you come to me!" But Jesus answered him, "Allow it to be so for now. For this is how we must fulfill all righteousness." Matthew 3:13-17 Contemporary English Version.
And Jesus was baptized.
It was Jesus' baptism by John the Baptist that marked the institution of Christian baptism.
"Now when all the people had been baptized, and when Jesus, who had been baptized, was praying, heaven was opened, and the Holy Spirit descended on him in bodily form, like a dove; and a voice came from heaven, "You are my beloved Son; with you I am well pleased." Luke 3:22
Originally, the "catechumen," that is, the future baptized person, had to immerse themselves in a basin filled with water called a baptistery. This immersion symbolized, as it did for the Hebrews when they crossed the Red Sea to escape Pharaoh and reach the Promised Land of Israel, a liberation, a new birth.
Initially, only adult baptism was practiced. In the 4th century, when Christianity became a state religion, infant baptism became widespread.
During the first centuries, baptisteries were basins dug into the ground, often in the shape of a cross. The newly baptized person descended into the water via a few steps, then emerged on the other side.
Following the decrease in adult baptisms, most Christians, except in the Eastern Churches, abandoned this rite from the 4th century onwards, settling for sprinkling water on the forehead. This "immersion" is a very strong sign. It is a passage through the death of Christ and his Resurrection.