Where Do Christians Believe Jesus Was Baptised?

Matthew (3: 1-17) has the Baptist "preaching in the wilderness of Judea," and "people from Jerusalem, all of Judea, and all the region around the Jordan went out to him…. Then Jesus came from Galilee to the Jordan to John, to be baptized by him."   

Mark 1: 4-9 also places the event in the Jordan River, at a place accessible to people from Judea and Jerusalem.

In line with these two evangelists, tradition has recognized the baptism in the River Jordan east of Jericho. This area in the wilderness of Judea would have been most accessible to people from Jerusalem.
[From: http://www.netours.com/content/view/255/30/]

Christians having dreams and converting to Islam:
http://thefactsaboutislam.blogspot.co.uk/2014/03/christians-are-having-dreams-and.html