What makes being baptized so important for Christians?
The reason baptism is important is because God commanded it. A number of places in the New Testament, the Bible talks about the importance of being baptized.
When Jesus gave the Great Commission, He said we were to "Go and make disciples of all nations, baptizing them in the Name of the Father and of the Son and of the Holy Spirit."
Baptism means being immersed in water; some Christian groups sprinkle water rather than immerse. The importance of baptism is it is an external symbol of an internal reality, that we are identified with Jesus Christ in His death, burial and resurrection. It is the sign of a new life in Jesus Christ.
We are made new not just by the sprinkling or covering with water, but through faith in Jesus Christ. Baptism is a symbol and sign of commitment of this new birth.
While different Christian groups may have different practices concerning the specifics of baptism, according to the Bible if you believe Jesus Christ is the Son of God who has died for your sins, and you have accepted Him as your Lord and Savior, you should be baptized.