These are the famous last words of Jesus, repeated before leaving the world and returning to the Father.

Acts 1:
On one occasion, while he was eating with them, he gave them this command: “Do not leave Jerusalem, but wait for the gift my Father promised, which you have heard me speak about. For John baptized with water, but in a few days you will be baptized with the Holy Spirit.”
Then they gathered around him and asked him, “Lord, are you at this time going to restore the kingdom to Israel?”
He said to them: “It is not for you to know the times or dates the Father has set by his own authority. But you will receive power when the Holy Spirit comes on you; and you will be my witnesses in Jerusalem, and in all Judea and Samaria, and to the ends of the earth.”

The promised Holy Spirit would clothe the disciples with power and is now described as a baptism.

Every good Jew knew that baptism in water was what you did when you wanted to surrender your life to the plans of God. You stepped into the water and were soaked in the idea that you needed to be cleansed from shameful, godless ways.

Now Jesus describes a 2nd kind of baptism; the baptism in the Holy Spirit. The disciples were sent to wait on God for an immersion into this life of the Spirit. The effect of being soaked in God’s Spirit would be an empowerment to represent Jesus to the rest of the world.