We don’t have to understand everything. But we must “believe” everything God says. And in God’s Word there are several references to the trinity that we cannot (yet) really grasp: Father, Jesus, Holy Spirit.
Three independent persons and yet one unit. Earthly-worldly science is slowly approaching such a truth with quantum physics. For the physicists recognize that quantum information is transferred from one particle to another and then the two cannot be distinguished quantitatively, but the individual parts are not materially identical.
“Come near me and listen to this: ‘From the first announcement I have not spoken in secret; at the time it happens, I am there.’ And now the Sovereign Lord has sent me, endowed with his Spirit.” (prophetic announcement of Jesus in Isaiah 48:16; NIV)
The Father, Jesus and the Holy Spirit are three separate persons and yet indistinguishable; they all three are God.