Now when all the people were baptized, and when Jesus also had been baptized and was praying, the heaven was opened, and the Holy Spirit descended upon him in bodily form, as a dove, and a voice came from heaven, “You are my beloved Son; with you I am well pleased.” (Luke 3:21-22)
The baptism of Christ is celebrated in the Church as a true Theophany: God revealing clearly that God is Trinitarian: Father, Son and Holy Spirit. Further, in blessing the nature of waters, the Church asks that the blessed waters open the eyes of our hearts and minds to God’s full revelation which we find in Jesus Christ, the Son of God incarnate. As one of the hymns from the Third Royal Hour of Theophany proclaims:
Today the Trinity, our God without division, has made itself manifest to us. For the Father in a loud voice bore clear witness to His Son; The Spirit in the form of a dove came down from the sky; while the Son bent His immaculate head before the Forerunner. By receiving baptism He delivered us from bondage, in His love for mankind!
Terenece Fretheim explains the biblical notion of a theophany:
This means that theophanies also enable a new level of being, of becoming in at least some respects what one was not heretofore. Perhaps this is why new children and new names are such common subjects of theophanies; they reflect new status and newly shaped relationships, a becoming of people and world. … God’s gift of names means a new level of knowing for God as well. …
Why would it not have been enough for God just to speak words as God commonly does throughout the whole OT period (eg, Gen 12:1-3; Ex 17:5; Judg 7:2)? Why is it necessary for God to appear to speak some of them? Those who say that the word is the only important thing about the theophany really collapse the distinction between theophany and other divine speech. …as in 1Kings 11:9-10, for example, “And the Lord was angry with Solomon, because his heart had turned away from the Lord, the God of Israel, who had appeared to him twice [3:5 and 9:2], and had commanded him concerning this thing.” Why bother with the underlying phrase at all, unless God’s appearance carried with it special import. … When Moses’ reports to the Elders of Israel, it is deemed important to say not only that God has spoken, but that God appeared. … The biblical understanding of the Word has both oral and visible components. … The Word of God is not simply spoken, it is in some sense made visible or enacted; it takes on flesh and blood, both literally and symbolically. … These phenomena affirm that the Word of God is not intended solely for minds or spirits but the whole person. … Transcendence, because it is made clear that the source of the word is not “of their own minds” (Jer 23:16) but is outside of oneself; God appears in order to speak. Immanence, because the God who speaks, speaks from within the world, directly, “face to face”. … That God has appeared, and not just that he has spoken, is considered significant for Israel’s memory, and hence for Israel’s faith and understanding of God.” (Fretheim, Terence E The Suffering of God: An Old Testament Perspective, pgs 84-87)