A water bath is simply a pan of boiling water that is placed in the oven during baking. The dessert can be submerged directly into the water bath or it can be placed on the baking rack above the water bath. There are two reasons why a water bath is used in baking, to add moisture to the oven and to provide a more even, slower heat source. Desserts such as cheesecake benefit from a water bath as the moist heat will help to avoid the cheesecake from cracking during baking and cooling. It also helps desserts such as custards from becoming rubbery.
To make a water bath, simply place a pan of boiling water in the oven. If submerging a dessert directly into the water bath, wrap the pan in tin foil to avoid water from seeping in. This is especially important when using a springform pan which is more likely to leak.