Thank God, therefore, that first and formost Jesus is our substitute. His perfect life is much more than an example--it is the record of righteousness that is credited to us so that we stand before God as those who have perfectly kept the law (Galatians 4:4,5, 2 Corinthians 5:21). What a comfort!

Of course, that wasn't all he did. For all the guilt my sin has earned before God, for that Jesus' death is substitutionary. All our judgment he took upon himself on his cross. And when he rose from the dead, God declared a world of sinners not guilty (Romans 4:25).

So...please excuse this addition as I answer your question, but since you mentioned Jesus as example (which is true) I just wanted to make sure that you keep in mind that he is, most of all, our Savior by being our Substitute in both his life and his death. (Remembering that great saving love is also the power to follow his example [Galatians 2:20!])

You've asked why Jesus wasn't baptized soon after he was born. Please remember that Jesus was born still under the Old Testament covenant. Circumcision, which has many similarities to New Testament baptism, was something Jesus received at eight days old. However, Jesus did not institute baptism (Matthew 28) for his New Testament church until shortly before he ascended into heaven. Once he had by his life, death, and resurrection established once and for all the new covenant of grace, then he gave to his church the means by which he gives to us our place in that glorious family. And just as it was true on Pentecost, that promise of forgiveness given through the Holy Spirit is still "for you and your children" (Acts 2:39).

Just in case you also were thinking about John the Baptist's baptism, which was a foretaste of Christ's baptism, please also realize that John's baptism was not instituted until John began his ministry which was already when Jesus was an adult.

Similarly, none of Jesus' disciples received the Lord's Supper until they had been with him three years. Yet, that also wasn't because Jesus was giving us an example that no one can come to his table until they have been with him three years. That too was only because he had not yet instituted his Supper.

Children are born sinners just like us (Psalm 51:5; John 3:5,6) and therefore, just like us, are by that very nature "objects of [God's] wrath," (Ephesians 2:3). Thank God, therefore that he has given us baptism, "the washing with water through the Word" (Ephesians 5:26) through which he makes us sons of God and clothes us with Christ (Galatians 3:26,27) as he gives us a spiritual rebirth and renewal through the Holy Spirit (Titus 3:5,6). Perhaps that it why he speaks in the broadest of terms when he urges us without restriction to baptize "all nations" (Matthew 28:19).

Simply put, until someone can prove to me from Scripture that Jesus did not mean all nations when he said all nations, then the burden of proof does not lie with those who take Jesus at his Word, but those who make unscriptural exceptions to his divine gift of grace to sinners of every race and every age.