The Trinity is The Father, The Son and The Holy Spirit. Three persons one being. God is all three. How is that possible? This is one of the mysteries of God that is impossible to comprehend because there’s nothing in this world that has a corresponding existence. One of the most common analogies of The Trinity is water because it is a liquid, solid and a gas. The problem with this illustration is that when it freezes it “switches” from a liquid to solid, and, when it boils, it “switches” to a vapor. God doesn’t “switch” states or modes. Liquid water can become solid or gas, but God the Father never becomes the Son or the Spirit. The idea that God manifests Himself differently at different times and in various contexts (like water manifests itself variously as solid, liquid, or gas) is called modalism, and it is a heresy to be avoided.
‘As soon as Jesus was baptized, he went up out of the water. At that moment heaven was opened, and he saw the Spirit of God descending like a dove and alighting on him. And a voice from heaven said, “This is my Son, whom I love; with him I am well pleased.”’ Matthew 3:16-17