"Jesus answered, Verily, verily, I say unto thee, Except a man be born of water and the Spirit, he cannot enter into the kingdom of God." - John 3:5
One must be baptized by someone holding the priesthood. The priesthood is a power and an authority to act in Gods name. This is the same power that John the Baptist held.
This scripture explains that we must be baptized to enter Gods kingdom, but it also mentions that we must be born of the spirit. For a baptism to be complete one must receive the gift of the Holy Ghost. This is done by priesthood holders laying hands on the head of the one who was baptized and giving a special blessing. When someone receives the Gift of the Holy Ghost through a blessing given by one holding the priesthood, the Holy Ghost will now reside with them. Rather than feeling the Spirit or the Holy Ghost only when praying or reading the scriptures, those who are Baptized will now always have the Holy Ghost with them.
The Holy Ghost has comforted me in difficult times. It has confirmed to me that this is Gods church. The best way I can describe the Holy Ghost is an overwhelming feeling of peaceful love.
I know that through Christ's atonement we can be made clean. I know that if you come to know that Christ is your savior, repent and are baptized you will be cleansed of guilt and you will have more joy and happiness in your life.
Baptism click on this link for a good simple explanation of baptism. Feel free to explore the scriptures and talks given below the description.