Briefly put, the Holy Trinity is the belief that the one God subsists in Three Persons: God the Father, God the Son, Jesus (Who took on flesh in the incarnation and became Man), and God the Holy Spirit. They are all God, with the same divine attributes, yet are in relationship with each other as Subject and Object.
It is ultimately a deep mystery, because we can’t fully comprehend how three can be one. It seems to go against logic. Yet the Bible plainly teaches it, with many and varied proofs, and so we must accept the revealed doctrine in faith, bowing to the fact that God’s thoughts are much higher than ours (Is 55:9).