I think all the Christians as the Non-Christians ask this question. Here I will try to explain how the Catholics and the Tradition of the Fathers of the Roman Catholic Church understand the Trinity.
The Trinity is Father, Son, and Holy Spirit. So, God consists of the three consubstantial persons and they are all eternal. It’s not easy to clarify what is the Trinity in such a theoretical way and even in a philosophical way. That is why I decided to give you some examples from the Bible from the Old Testament and the New Testament. Many theologians say that the Trinity concept is presented very clearly in the Gospel of John. The Holy Spirit in this Gospel is presented as Paraclete “Spirit of Truth”. And we see the very strong connection between Son and Father. In this Gospel we can see the expression of Jesus that resume in the very nice way his connection with Father: “I am in the Father and the Father is in me” (Jn 14,8-11a) and also about Spirit God is a spirit, and those who worship him must worship in spirit and truth.” (Jn 4,23-24). In the Old Testament, we can observe the Holy Spirit in Genesis the “Spirit of God” hovering over the waters (Gn 1,1-3). We can mention many examples in the New Testament. The very nice example of the Trinity is in Eucharist. The Son gives to the humans his body and his blood in memorial of Him and it’s the Holy Spirit that is in the Eucharist. Father is Creator, Son is Savior and Spirit is Life-giver. And if we understand all the beauty of this mysterious union between three persons in God, it’s more simple to address to the God that contains the relation of three persons.