The Holy Spirit might have looked like a dove, or it might have come down as a dove would.
You are My beloved Son; in You I am well pleased: This statement connects with Psalm 2:7 and Isaiah 42:1.
Psalm 2:7 shows that Jesus is the Messiah (the Christ, the promised King) from David’s family line.
Isaiah 42:1 shows the servant of the Lord (the one chosen to carry out God’s work).
God again declared who Jesus is from heaven at his transfiguration (when his appearance was changed in glory; Luke 9:35).