When one immerses in the mikvah, it is customary to recite blessings. A sample of  the blessings recited for conversions is included below.  

Blessings for Immersions:

Barukh atah Adonai, eloheynu melekh ha-olam, asher kid-shanu b'mitz'votav, v'tzi-vanu al ha-t'vilah.

Blessed are You, Adonai, our God, Ruler of the Universe, who has made us holy with Your mitzvot including the mitzvah of immersion.