It is required to have baptism?

It is required to have baptism?
We are growing up without baptism I only knew when I ask my mother if I already baptize, and she told me that we don’t since we didn’t go to church. But everything changed when we live here in California, One of our neighbors is Christian they always encourage us to attend church.

We are active in our church now, yes we decided to become Christian, but I learned about baptism. So I wonder if I need to have baptism since our church leader asks me about baptism.