It can be a little confusing because the revelation of the Father, Son and Holy Spirit is a revelation that the Messiah/Jesus Christ brought with Him. The apostles were the first to receive the Holy Spirit on the Day of Pentecost which was right after Christ's death and before Jesus death He told the apostles that He would be sending them a Comforter.
So you can kind of think of the Trinity as a revelation that happened in the gospels which are the first four books of the New Testament.
Sometimes it is important to know the timeline of certain things and read scripture accordingly. This is one of those times.
Does that make sense?
I had not thought of the possibility that Jesus brought the Holy Spirit. Since both Psalms and Isaiah use the term, Holy Spirit, the idea of Holy Spiritness appears to me to have arrived before Jesus. The Bible uses the term, Spirit of God, for example in Genesis 1, and it uses the term, Spirit of the Lord, like in 1 Kings. My Christian friends insist that these mean the same as the Holy Spirit.
The Bible uses similar terms, spirit from God and spirit from the Lord. I have not yet had the opportunity to ask my Christians about these terms.
About the Trinity making sense.
Seems to me that the Trinity summarizes the way the Bible refers to God. First the Bible insists, rather ad nauseam, God is the only God.
In multiple places, the Bible refers to the Father, Jesus, and the Holy Spirit as being the same as God. Actually the Bible has more than three names, but I think the extra names must represent synonyms like stone being the same as rock.
The Bible describes the Father, Jesus, and the Holy Spirit as three different things, sometimes called persons because the Bible uses personal pronouns, like I or you, and personal adjectives, like his or your, when referring to the Father, Jesus, and the Holy Spirit.
My Atheist friends like to point out that the Trinity has an apparent non-transitive nature. Three things that are the same as a fourth thing should be the same as each other. Since the Trinity's three persons are not the same as each other, there lies the apparent contradiction.
I don't know how what theologians might argue, but seems to me that since the trinity represents three persons, they are not the same, but they can still be essentially God because God does not have a body. He has an essence, and the persons of the Trinity each have that essence.
So the Trinity has no mystery. It simply states the New Testament authors' belief about the nature of God.