Being baptized is one of the first things a believer in Yahushua should do. We see in scripture that it was always done quickly after believing in Yahushua:
Acts 2:41 Then those who gladly received his word were baptized; and that day about three thousand souls were added to them.
Acts 8:12 But when they believed Philip as he preached the things concerning the kingdom of Elohim and the name of Yahushua Messiah, both men and women were baptized.

Acts 8:36-37 Now as they went down the road, they came to some water. And the eunuch said, "See, here is water. What hinders me from being baptized?" 37 Then Philip said, "If you believe with all your heart, you may." And he answered and said, "I believe that Yahushua Messiah is the Son of Elohim."

Acts 9:17-18 And Ananias went his way and entered the house; and laying his hands on him he said, "Brother Saul, the Master Yahushua, who appeared to you on the road as you came, has sent me that you may receive your sight and be filled with the Holy Spirit." 18 Immediately there fell from his eyes something like scales, and he received his sight at once; and he arose and was baptized.

Acts 10:45-47 - And those of the circumcision who believed were astonished, as many as came with Peter, because the gift of the Holy Spirit had been poured out on the Gentiles also. 46 For they heard them speak with tongues and magnify Elohim. Then Peter answered, 47 "Can anyone forbid water, that these should not be baptized who have received the Holy Spirit just as we have?"

Acts 16:14-15 Now a certain woman named Lydia heard us. She was a seller of purple from the city of Thyatira, who worshiped Elohim. Yahweh opened her heart to heed the things spoken by Paul. 15 And when she and her household were baptized, she begged us, saying, "If you have judged me to be faithful to the Master, come to my house and stay." So she persuaded us.

Acts 16:31-32 So they said, "Believe on the Master Yahushua Messiah, and you will be saved, you and your household." 32 Then they spoke the word of the Master to him and to all who were in his house. 33 And he took them the same hour of the night and washed their stripes. And immediately he and all his family were baptized.

Acts 18:8 Then Crispus, the ruler of the synagogue, believed on the Master with all his household. And many of the Corinthians, hearing, believed and were baptized.

Acts 19:4-5 Then Paul said, "John indeed baptized with a baptism of repentance, saying to the people that they should believe on Him who would come after him, that is, on Messiah Yahushua." 5 When they heard this, they were baptized in the name of the Master Yahushua.

Acts 22:16 'And now why are you waiting? Arise and be baptized, and wash away your sins, calling on the name of the Master.'
If you have repented and are a believer in Yahushua but have not been baptized, do not tarry/wait! Do what it takes to be baptized in Yahushua's name. I know of one person who flew all the way from Norway to the United States to be baptized. Another person drove 12 hours through a snowstorm to get baptized in a creek on when it was 14 degrees F outside. Yahushua indicated how important it was when He said:
John 3:5 Yahushua answered, "Most assuredly, I say to you, unless one is born of water and the Spirit, he cannot enter the kingdom of Yahweh.

Now let's examine a controversy that often brews among Christians which might appear valid on the surface. Yahushua said:
Matthew 28:19 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Spirit:

Here we have a scripture declaring that we must be baptized in the name of the Father AND the Son AND the Holy Spirit. But now read this..
Acts 2:38 Then Peter said unto them, Repent, and be baptized every one of you in the name of Yahushua Messiah for the remission of sins, and ye shall receive the gift of the Holy Spirit.

This scripture declares that we must Repent and be baptized in the Name of the Son only! Why is this? Do these two scriptures contradict?? Certainly not! But what is the answer here? The answer is revealed only if you call on the Name of Yahweh and the Name of Yahushua. Now lets take a close look at the Name of our Heavenly Father Yahweh.
The Heavenly Father's Name is Yahweh. Sometimes you will find in scripture that He is called simply "Yah." See your King James or New King James Bible for confirmation of this. Here is the King James Version of Psalms 68:4..
Psalms 68:4 4 Sing unto Elohim, sing praises to his name: extol him that rideth upon the heavens by His Name JAH, and rejoice before him.

Here we see it written as JAH, however it is pronounced like YAH since there is no "J" sound in Hebrew whatsoever. The New King James Bible restores the correct rendering...
"Sing to God (Elohim), sing praises to His Name; Extol Him who rides on the clouds by His Name YAH, and rejoice before Him"

Interestingly, the New King James Version also restores the Name YAH in two other verses in Isaiah 12:2 and 26:4.
Now let's look at the Name of Yahushua. It also consists of two parts: Yahu being the first syllable and shua being the second. Therefore the Name of Yahushua contains the Father's Name (Yahueh/Yahweh). In Hebrew, the word "Shua" means "Saves. " When we know this we can truly understand Matthew 1:21....
Matthew 1:21 And she shall bring forth a son, and thou shalt call his name Yahushua [YAH (YAHweh) SAVES]: for he shall save His people from their sins.

Now we know that the Son's Name contains the Fathers Name within and can now truly understand the fullness of Yahushua's words in John 5:43..
John 5:43 I am come in my Father's name, and ye receive me not: if another shall come in his own name, him ye will receive.

So if we are baptized in the Name of Yahushua then we are baptized in the Name of the Father AND the Name of the Son. Now what about the Holy Spirit?
John 14:26 But the Comforter, [which is] the Holy Spirit, whom the Father will send in my name, he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you.

So the Holy Spirit comes in the Name of Yahushua! Therefore, when we are baptized in the name of Yahushua, then we are being baptized in the Name of the Father, the Name of the Son and of the Holy Spirit! You will not find the Name of the Father in the man made name, "Jesus." Nor does "Jesus" resemble the Son's true name. So if we desire to worship Him in Spirit and in truth, we should also become baptized in the REAL name of the Messiah: Yahushua.
Now, I am not saying that everyone who has been baptized in the name of Jesus are lost and doomed to destruction. After all, some men might never have had the chance to know His true name. However, once we become a believer, we are to be obedient and love the truth. If we were not baptized correctly, we become aware that we have not properly fulfilled the commandment to be baptized. A person with a willing and obedient heart should want to do it correctly and seek to be baptized in the real and truthful name of Yahushua once enlightened. After all there is salvation in no other name!
Acts 4:12 Neither is there salvation in any other: for there is none other name under heaven given among men, whereby we must be saved.

Scriptural Definition of the word "Name"
This will prove beyond the shadow of a doubt that the word "Name" not only means "character and reputation" but also a literal written and spoken name, this is the definition of the Hebrew word "shem" which is translated as "name" all throughout scripture, As you can see from the above definition, Yahweh's name not only represents His character but the Name Yahweh is also HIS MARK! What is a mark but something that is written? The Name YAHWEH also is His memorial of individuality. This definition goes hand in hand with scripture:

Exodus 3:15 (KJV) And Elohim said moreover to Moses, Thus shalt thou say to the children of Israel, YAHWEH Elohim of your fathers, the Elohim of Abraham, the Elohim of Isaac, and the Elohim of Jacob, hath sent me to you: this [is] my name for ever, and this [is] my memorial to all generations.

Man has set up many memorials for himself such as "The Unknown Soldier" or "The Wall" for instance. Can you imagine the punishment one would recieve if someone had gone up and destroyed one of these memorials? Now if we wouldn't desecrate one of man's memorials, then why would anyone want to desecrate Yahweh's Memorial - His Name!? We do not have the right to change His name to whatever we want to call Him.

One of the abominations that the early roman catholic church bequathed to christianity.