The Godhead (as it is called in the Bible, Romans 1:18-21, Colossians 2:9), or Trinity (as many Christians refer to it), is our one and only God (Exodus 20:1-3, Deuteronomy 5:6-7, 6:4-5), but He has three forms that He takes depending on the situation, and He always is in all three forms simultaneously. For example, take H2O: H2O can take the form of ice, water and steam, and it can take all three forms at the same time, in different places. They are all H2O, and they can even change from one form to another in any given place, but all three have their own unique properties. The same is true with the Godhead.
The Father, the Son, and the Holy Spirit are all God (Matthew 28:18-20), and God is one, as there is only one true God, but God is such that He can be anywhere and everywhere at the same time, and perform different roles and take different forms depending on the situation.
The Godhead of God has always existed in all three parts together, since the beginning (John 1:1-14). The Father is effectively the Brains of this operation–He is the part of God that is the creative mind. We see the Son mentioned throughout the Bible, even in the Old Testament, as He is the part of God that interacts with man in a form that is able to be comprehended by man. He was in the fire with Meshach, Shadrach, and Abednego in Daniel 3. He visited Ezekiel in numerous occasions. Abraham paid tithe to Him, as He was known as Melchizedek, the King of Righteousness (Genesis 14:18-20, Hebrews 7). He wrestled with Jacob before He renamed him Israel (Genesis 32:24-32). And so on. It was even this form of God, the Son, that created the world (Genesis 1, John 1:3-4, Ephesians 3:8-12). The Son sits at the right hand of the Father, and this is a euphemism meaning that the Son performs the actions of the Father–the right hand signifies power and work and completion of actions.
The part of the Godhead, called the Son, was born into the flesh as Jesus Christ (John 1:14, 2 Corinthians 4:11, 1 Colossians 2:6-12, Timothy 3:16), and went through this flesh life in order to gain first hand experience, and because He would not put us through something that He is not also willing to go through. This is the sign of the ultimate Leader. Through this experience in the flesh, He would better be able to relieve all our suffering and temptation we go through in these flesh bodies (Hebrews 2). Because of all this, Jesus Christ is our Lord and Savior.
The Holy Spirit is the Comforter (John 14:16-31) that Jesus sent to the world after His crucifixion, and it is this part of the Godhead that fills us when we truly accept Jesus as our Lord and Savior. It is the Holy Spirit that guides us as Christians to keep us on the right path to please God. And it is the Holy Spirit that will speak through the mouths of His elect during the Tribulation to fulfill God’s plan.