We believe in one God - one being - but three persons. Father, Son & Holy Spirit.
It really is impossible to grasp what this means, but the best way to explain this is using analogy. For example, let's take the analogy of marriage. If you have a union of love, so great, you become ONE. Think about a union between husband and wife. The love between the three persons of the Trinity is so great, so perfect, that they are literally one, indivisible being. Yet, at the same time, they have individual personhood.
That's what love does. It unites.
One being, three persons. God.