Most people probably assume Jesus was baptized by immersion. But John Wesley was unpersuaded that immersion (or dipping, as he calls it) was the typical mode of baptism in the New Testament. Here's part an excerpt from his "A Treatise on Baptism" in which he argues that there is no conclusive proof that Jesus was plunged under water in his baptism.
Baptism is performed by washing, dipping, or sprinkling a person, in the name of the Father, Son, and Holy Ghost, who is hereby devoted to the ever-blessed Trinity. I say, by washing, dipping, or sprinkling; because it is not determined in Scripture in which of these ways it shall be done, neither by any express precept, nor by any such example as clearly proves it; nor by the force or meaning of the word baptize.
That there is no express precept, all calm men allow. Neither is there any conclusive example. John's baptism in some things agreesdwith Christ's, in others differed from it. But it cannot be clearly proved from Scripture, that even John's was performed by dipping. It is true he baptized in Enon, near Salim, where there was "much water." But this might refer to breadth rather than depth; since a narrow place would not have been sufficient for so great a multitude. Nor can it be proved, that the baptism of our Savior, or that administered by his disciples, was by immersion. No, nor that of the eunuch baptized by Philip; though "they both went down to the water:" For that going down may relate to the chariot, and implies no determinate depth of water. It might be up to their knees; it might not be above their ankles.
And as nothing can be determined from Scripture precept or example, so neither from the force or meaning of the word. For the words baptize and baptism do not necessarily imply dipping, but are used in other senses in several places...It is true, we read of being "buried with Christ in baptism." But nothing can be inferred from such a figurative expression. Nay, if it be held exactly, it would make as much for sprinkling as for plunging; since, in burying, the body is not plunged through the substance of the earth, but rather earth is poured or sprinkled upon it (Works of John Wesley, Jackson ed., 10.188-189).
He goes on to make the case that New Testament baptisms were most likely done by pouring or sprinkling. But we'll save that for another post.