How do I give a newborn baby a bath?

Slowly, cautiously, they aren't used to being naked and handled like that. They make baby baths that have an incline in them so you can lay the baby on it. Not too much water, so he doesn't slip down into it.  Also your baby may get cold during his bath, so try and warm up the room where you will be bathing him. 

The hospital would have taught you that!