Confidence and love stem from relationship.
Jesus' thirty years as a carpenter did not distract Him from communion with His Father. He had a well developed relationship and He entered conversation with God quite naturally. Only Luke records Jesus praying as His baptism by John took place. God's words at the baptism make me wonder about the content of their conversation. Jesus had simply remained faithful to His Father through the years. He enjoyed a quiet and rather unspectacular life up to His baptism. Then out of the blue, for the whole world to hear, the words came, "You are my beloved Son, in You I am well pleased." This bespeaks an unearned gift of praise from His Father for just being.
I still don't know what the conversation with God concerned as Jesus entered the water. I suspect the Father wanted to grant Jesus full assurance of His presence and love. He wanted Jesus to know that He was secure in that love and nothing could sever Him from it. God wanted Jesus to enjoy complete freedom and acceptance as the space out of which He would serve. He could relax and delight in the ministry that lay ahead. Jesus could receive this embrace because He knew His Father. He didn't doubt. He spoke of a God who loves to others because He experienced that love in all its fullness. I think Luke recorded it so we too could enter the same embrace through Jesus. An embrace we can experience ever more deeply as we move more naturally in conversation with God. And like Jesus, the love the Father has for us creates the space out of which we serve.
May God bless you and keep you and cause His face to shine upon you.
http://www.gemadventure.com/pray-articles/conversations-with-the-father