As the Catechism of the Catholic Church explains,

The mystery of the Most Holy Trinity is the central mystery of Christian faith and life. It is the mystery of God in himself. It is therefore the source of all the other mysteries of faith, the light that enlightens them. It is the most fundamental and essential teaching in the “hierarchy of the truths of faith”. The whole history of salvation is identical with the history of the way and the means by which the one true God, Father, Son and Holy Spirit, reveals himself to men “and reconciles and unites with himself those who turn away from sin” (CCC, 234).

Although this mystery can never be fully understand by man, we must believe as the fundamental doctrine of our faith that there is only one God in Whom there are three divine Persons, God the Father, God the Son, and God the Holy Spirit. All three Persons is true God; there is only one God, not three gods, He is eternal, almighty, omniscient and incomprehensible.