Can anyone tell me where in the bible it states that we must be baptized in water or we shall not enter into the kingdom of heaven?
John 3:5, where Jesus says, "Truly, truly, I say to you, unless one is born of water and the Spirit, he cannot enter the kingdom of God."
The Church Fathers have allways interpreted this passage has a direct reference to the water of baptism.
If it needs to come to this, this is what the Cathechism say about it.
1259 For catechumens who die before their Baptism, their explicit desire to receive it, together with repentance for their sins, and charity, assures them the salvation that they were not able to receive through the sacrament.1260 "Since Christ died for all, and since all men are in fact called to one and the same destiny, which is divine, we must hold that the Holy Spirit offers to all the possibility of being made partakers, in a way known to God, of the Paschal mystery."62 Every man who is ignorant of the Gospel of Christ and of his Church, but seeks the truth and does the will of God in accordance with his understanding of it, can be saved. It may be supposed that such persons would have desired Baptism explicitly if they had known its necessity.