Must I be baptized in water in order to be saved from death in Hell?

No…Water Baptism is a “work” of obedience that manifests subsequent faith (noun) in Jesus as Lord. A man or woman is not saved, does not enter into covenant relationship with the Father, by what they DO but in whom they BELIEVE; that is, faith-trust in Jesus Christ as Lord (Ephesians 2:8-9; Galatians 2:16).

Water Baptism does not save the soul from Hell but Water Baptism is a work of obedience, a sign, a public profession and declaration, to a lost and dying world of your decision to follow-trust-obey Jesus Christ as your Messiah.

Anyone who has truly trusted in Jesus as Lord will desire to be baptized as commanded by our Lord and that desire will be urgent as Jesus has commanded that we be baptized in the Name of the Father, Son and Holy Spirit; therefore, the truly faithful will obey with urgency and thankfulness as their desire will be to please our Heavenly Father in all things.

A final thought…

When one refuses to follow Jesus in water baptism, though they have entered into covenant relationship with the Father by faith in the Son, they stand to lose reward and intimacy with our Lord subsequent the BEMA Judgment of Jesus Christ, a Judgment concerning the quality of works, obedience, loyalty, performed by the redeemed subsequent salvation; therefore, water baptism should be the first “work” of obedience subsequent one’s profession of faith in Jesus as their Lord.

It is written,

18 And Jesus came and said to them, “All authority in heaven and on earth has been given to me. 19 Go therefore and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit, 20 teaching them to observe all that I have commanded you. And behold, I am with you always, to the end of the age.” Matthew 28 (ESV)