What should I do?

When God created the world, it was perfect and Man was without sin.  But this situation didn't last long.  Man disobeyed God (which is what sin is) and ate of the tree of 'Knowledge of Good and Evil'.  As a consequence he became aware of his  nakedness.   He tried to cover him self but couldn't.  He tried to hide from God but couldn't. 

God did provide man a covering but sent man out of the Garden of Eden. 

Subsequently God made a Covenant with Abraham.  "I will be your God and you will be my people as long as you obey me"  This covenant was symbolized by circumcision.

God later gave them some rules to live by called the Ten Commandments when he spoke to Moses on Mount Sinai.  Man was able to offer animal sacrifices to atone for sin when he broke God's law.

The trouble was, God's people were not able to keep God's law and did not seek atonement.  They became uncircumcised in heart and broke his Covenant.

So God decided to send his only begotten son Jesus Christ to establish a New Covenant symbolized by baptism.  Jesus was to be a once and for all sacrifice to pay for the sins of all men once and for all.  Any man who would trust in Jesus to be his Lord and Savior would receive cleansing and forgiveness of sins (Justification)  as well as eternal life (Salvation) and freedom from oppression (Redemption).  In addition, they would receive a new Spirit when he baptized them (Rebirth, Born again, Regeneration) and he would make them Holy (Sanctification, Transformation) as they grew in the Knowledge of God.