The Trinity is an often misunderstood word. It is a theological term to describe God as three persons in one. The actual word, Trinity, however, is never mentioned in the Bible, but the concept is definitely found in both the Old and the New Testaments.
Take a look at the very first chapter of the Bible: God says, “Let Us make man in Our image” (Gen. 1:26). Who do you think “Us” and “Our” are referring to? There’s no indication of God being married, so it’s not His wife. Angels don’t “create,” they are one of God’s creations. There’s only one logical answer: God the Father, God the Son, and God the Holy Spirit.
Flip over to Matthew 28:19-20. Here Jesus is giving His disciples the Great Commission, which called them to teach and baptize in the names of the Godhead, “Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: Teaching them to observe all things whatsoever I have commanded you: and, lo, I am with you always, even unto the end of the world.”
When Jesus, the Son, was baptized, God’s Word tells us that God, the Father, spoke from Heaven and said, “This is my Son. I’m proud of Him.” (My paraphrase of Matthew 3: 17) Then, God (the Holy Spirit) descended upon Him in the form of a dove. All three were there; all three are one God.
It’s a mystery our finite human minds have a hard time grasping, but the Trinity, God as three in one, is just another facet of the inexplicable greatness of God!