Heaven opens above us in the sacrament of baptism. The more we live in contact with Jesus in the reality of our baptism, the more heaven will open above us. - Pope Benedict XVI
John the Baptist probably understood baptism better than anyone. By baptizing Christ, himself, he opened the heavens for the Holy Spirit to come down.
If you were baptized as a baby, you probably have no recollection of the event. Perhaps you have a few pictures and maybe you are still in touch with your godparents.
If you were baptized as an adult, as I was, you remember it. I remember mine vividly. I knew full well what I was getting into and I did it with joy. It was a great occasion for me.
On the Feast of the Baptism of Our Lord, it's good to remember our own baptism. Remember that when the priest poured the water on your head, heaven opened up to you and the Holy Spirit came down upon you, just like it did with Jesus. You walk now along side Christ, in baptism, and continue the journey with Him from death to life.