The Spirit as a dove at Jesus' baptism shows Jesus' purpose, his power that came from God, proclaims that he's God's son, and that God has pleasure in him.

Christ Begins to Build His Kingdom (Mark Sermon 3)

This Podcast from Two Journeys Ministry includes sermons, lectures, and classes from Dr. Andrew M. Davis, the senior pastor of the First Baptist Church of Durham. 

Two Journeys exists to help Christians make progress in the two journeys of the Christian life, the internal journey of sanctification and the external journey of gospel advancement. We do this by exporting biblical teaching for the good of Christ’s Church and for the glory of God.