The word "gospel" literally means good news or good tidings. What does the Bible say that the gospel is? 1 Corinthians 15:1-4 says, "Moreover, brethren, I declare unto you the gospel….by which also you are saved, if you hold fast that word I preached to you, unless you believed in vain. For I delivered to you first of all that which I also received; that Christ died for our sins according to the scriptures, and that He was buried, and that He rose again the third day according to the scriptures." Here we see the good news of the gospel is that Christ died, and was buried, and was raised again on the third day. Also notice, they were saved by the gospel.
In 2 Thessalonians 1:7-9 we read that, "When the Lord Jesus is revealed from heaven with His mighty angels, in flaming fire taking vengeance on those who do not know God, and on those who do not obey not the gospel of our Lord Jesus Christ." Here we see that vengeance will be taken on those who obey not the gospel of Christ.
How do we obey the death, burial and resurrection of our Lord so that vengeance will not be taken on us? Romans 6:3-5 says, "Or do you not know, that as many of us as were baptized into Christ Jesus were baptized into His death? Therefore we were buried with Him through baptism into death: that just as Christ was raised from the dead by the glory of the Father, even so we also should walk in newness of life. For if we have been planted together in the likeness of His death, certainly we also shall be in the likeness of His resurrection." So we see in obeying the gospel we are baptized into His death, we are buried with Him through baptism, and then just as Christ was raised up from the dead, we also are raised to walk in newness of life after baptism. Only after baptism are we born again and our new life in Christ begins. Only in baptism does our old sinful person die and our new person rises free from sin.