Matthew 3:5-6

There went out to him Jerusalem, and all Judea. These expressions must be taken, not as meaning every individual, but as showing the wonderful impression produced by his preaching. All Judea, and among the rest, the people of Jerusalem came. And were baptized of him in the Jordan. Note that the baptism took place not at, but in, in the Jordan. The Jordan, the principal stream of Palestine, rises in the mountains of Lebanon, runs south into the sea of Galilee, leaves it and descends southward along Galilee, Samaria and Judea, to the Dead Sea. In many places the streams is fordable, and furnishes good facilities for baptizing.

Confessing their sins. Baptism itself, a burial in water, a "baptism into death", a symbol of the burial of one who dies to the old life, is a confession of sins. There was, perhaps, also a verbal confession. The acknowledgment of sin, repentance and baptism are prescribed as conditions of pardon.
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