The Baptism of Our Lord is a movable feast day which is celebrated the first Sunday after the Epiphany. This means that it can fall anywhere from January 7th (if Epiphany is on a Saturday), to January 13th (as it does this year, when Epiphany was on a Sunday).
The baptism of Jesus is found in all three synoptic Gospels (Matthew 3:13-17; Mark 1:9-11; Luke 3:21-22), immediately before His temptation. In the Gospel of John, on the other hand, John the Baptist simply mentions what he observed when Jesus was baptized (John 1:32-34), but doesn’t give a firsthand account of the event.
Along with creation, this is the main time we see all three members of the Trinity present together. It also marks the beginning of the public ministry of Jesus.