There is one God in three Persons: Father, Son, and Holy Spirit (Matt. 28:19). Historically, the Church has spoken of this one God in three Persons as the Holy Trinity.
In loving response to mankind's sin, God the Father sent God the Son, Jesus Christ (Jn. 3:16-17) in the flesh (Jn. 1:1,14; Gal. 4:4) in order to live a perfect life on our behalf and die on the cross the death our sin deserves, thereby making Him who knew no sin to become sin for us (2 Cor. 5:19, 21). Because Jesus Christ is true man, He truly died on the cross; because He is also true God, His death is a comlete, all-atoning sacrifice for the sins of all men, women, and children who have ever lived, do live, and will live (Heb. 9:12; 10:10-12). Being true God, Jesus Christ also rose from the dead and lives, and this both (1) as a seal that this sacrifice was sufficient (Rom. 4:25) and (2) as a sign of what is to come for all who believe (or trust) in Christ's atoning work (Jn. 11:25).
God the Father and God the Son sent God the Holy Spirit to convict all men, women, and children of their sin through His Word (Scripture) of Law, and through the particular instruments of God's Word of Gospel and His Sacraments (Baptism, Lord's Supper) convince also of salvation by creating and sustaining saving faith (belief, trust) in the work of Jesus Christ (Jn. 16:7-14; Rom. 10:17; 2 Thess. 2:13-14).