When someone tempts you, that person is trying to get you to do something. Because Satan is against Jesus, he tried to get Jesus to do something wrong, to sin. But Jesus didn't give in - he didn't sin. Being tempted isn't sin; giving in to temptation is.
This High Priest of ours understands how weak we are. He had the same temptations we do. But he never once gave way to them and sinned. So let us come boldly to the throne of God. There he will give us his mercy. And there we will find grace to help in times of need. (Hebrews 4:15-16)
Matthew 4:1-11; Mark 1:12-13; Luke 4:1-13