God the Father, God the Son (Jesus), and God the Holy Spirit. They are each separate persons, but share the same Divine nature.
Sound confusing? Don't expect to fully understand it. Think of this way, God is an infinite being meaning He has no beginning and no end--He just is. Now don't think just in terms of time (God is unchanging, and since time is just a measure of change, God would have to exist outside of time, in fact he created it!) but in terms or everything i.e. since God is infinite, everything He is is infinite. His Love is infinite, His intelligence is infinite, etc.
Now since God is infinite, and everything about Him is infinite, there can only be one God, that is, since He is by nature infinite, it would be impossible to tell where one god ended and the other god begin (keeping in mind that God has no beginning or end).
God exist infinitely in three person that share the same God nature. What about Jesus? Jesus, who is one of the persons of God, contained (contains?) two natures: he was fully God (as he claimed in scripture, and as was shown through his resurrection) and fully man (he was born, he died, he was hungry, he was tired, he felt pain, etc.). He was God incarnate. But why did it have to be Jesus? He had to fulfill the Law which is something non of us could do. "for all have sinned and fall short of the glory of God," (Romans 3:23) and since all of us sin we deserve death "For the wages of sin is death (wages - refer back to Romans 4:4 where Paul explains that when a man works, his wages are credited to him as an "obligation"; therefore each of us are actually obligated to death!)" (Romans 6:23) The good news is that Jesus took our place, and gives us the free gift of life! All we have to do is except him.
Don't feel bad if you can't fully understand the Trinity, after all, I don't think anybody fully does. The reason why it's such a hard concept to grasp is because everything in our world is finite, so it's hard to associate the Trinity with a physical example (for example I could give an example of 3 different people who all share the same human nature, but this a flawed example because humans are by nature finite, and you'd just end up with three humans and not one human existing in three persons).
This is how I understand it anyway. Hope this helps, and hope I didn't confuse you anymore.
God Bless!