Faith often implies doing something without understanding why. Did Abraham understand why God commanded him to sacrifice Isaac? I think not. Did Moses understand why God told him to throw down his staff (the first time)? No. Did the disciples understand why Jesus told them to cast their net on the other side of the boat? Obviously not.
We obey because we trust in the Lord, not because we know or understand why we are doing what He directs us to do. Obedience is not contingent upon understanding but upon trust. In fact, faith implies a lack of understanding far more than it implies the need for understanding.
In my life, most of the time, understanding does not come until after the act of faith. And sometimes, we never understand. So obedience is not contingent upon understanding, but obedience is completely dependent upon trust/faith in the one leading us!
Concerning baptism, I was baptized in the CoC when I was 9 for the forgiveness of sins, and as an expression of faith giving my life to the Lord. Long-story-short. Years later, when I was 24, after attending a CoC bible school studying to be a preacher, and preaching for a couple of years, I was challenged concerning the baptism in the Holy Spirit. I started studying the issue and eventually received the baptism in the Holy Spirit evidenced by tongues, ecstatic praise, and various physical sensations.
A few months later, as I prayed about overcoming a very negative tendency to lust after women, the Lord spoke to me saying, "Well be baptized." It didn't make sence to me, but I obeyed and was baptized not really understanding why. Nothing supernatural happened at the baptism that I could tell. But a couple of days later, I walked past a beautiful young lady in the parkinglot at work. As I passed by her, I admired her beauty but did not have one lustful thought. Just days before that I would have struggled terribly to curb the lustful thoughts I was having. But not that day. Once I reached the other side of the parkinglot, the Lord spoke to me saying, "Did you see that?" I responded astutely, "What?" He said, "You didn't lust after her!" I could feel the pleasure in His voice! Well, I had a little dance of praise right there in the parkinglot. If anyone saw me, they might have thought I was crazy! But I didn't care, I had been delivered from a stronghold of lust in my life!
So, though I was baptized not knowing why I was being baptized just acting on faith, the power of baptism to deliver me from sinful strongholds was effective in my life - apart from understanding. So, I encourage all believers to be baptized because of their faith in Christ and He directs such in His Word.