The first act of every believer is the act of obedience. Obedience is the mark of one who is truly saved. Jesus said, "Why do you call me, `Lord, Lord,' and do not do what I say?” (Luke 6:46)

The order from the Great Commission is Go, Baptize, Teach. It may seem strange that baptism is second in the order, yet the reason for that is clear. Baptism is an act of obedience, and not dependent on anything else.

Ephesians 4:5 - one Lord, one faith, one baptism;