When you bathe, you wash yourself. A cat bathes itself by licking its fur with a rough tongue. If you're human, don't try that technique.
The word bathe generally means to clean yourself in a tub of water — as opposed to shower, which means to wash beneath a stream of water. You can, however, use this verb to describe almost any kind of cleansing: you might bathe the scrape on a child's knee with a soapy cloth. Poetically, the sun can also bathe, or saturate, something with light. In Britain, to bathe also means "to swim."