Early Christians and Jews were obsessed with purity. The pharisees at the time were obsessed with it and the proper way of doing things to become/remain pure. (I know you have read Nietzsche before, Nietzsche gave psychological reasons why these people were obsessed with purity.)

But here is an example of an old testament baptism in narrative fashion, where the water cured the man (2 Kings 5).
http://en.wikipedia.org/wiki/Naaman
And the Jewish ritual that would later become the source of baptism to the Christians
http://en.wikipedia.org/wiki/Mikvah
Note that John the Baptist and Jesus changed the Jewish ritual of Mikvah to the current sacrament of Baptism, for more info see here.
http://en.wikipedia.org/wiki/Baptism_in_early_Christianity