Matthew 3:16 And having been baptized, Jesus went up immediately from the water, and behold, the heavens were opened to Him, and He saw the Spirit of God descending like a dove and coming upon Him.
17 And behold, a voice out of the heavens, saying, This is My Son, the Beloved, in whom I have found My delight.
Matthew 28:19 Go therefore and disciple all the nations, baptizing them into the name of the Father and of the Son and of the Holy Spirit,
There are not three separate Gods! But one mysterious God who has revealed himself in the bible. When Jesus was baptized the Spirit came upon him as a dove and the Father spoke from the heavens. So you have the Son in the water, the Spirit descending, and the Father speaking from the heavens. This can be quite confusing to the natural mind. But we have to see the revelation of God from the entire scripture and not understand any one passage in isolation. Matthew 28:19 tells us that after the Lord was crucified and resurrected he appeared to his disciples and gave them a wonderful commission to disciple the nations, baptizing them into the name (singular) of the Father, and of the Son, and of the Holy Spirit! Here there is only one name for the Father, Son, and Holy Spirit denoting his true nature of oneness! However, to God there are three aspects to his person which is not so easy for us to understand. Having said that, he still has only one name signifying person. A person’s name is the person himself. If I say your name, hey Ryan, I’m talking to you because that’s who you are. So to baptize the nations into this name is to baptize them into the person of the Triune God! Into a marvelous mysterious union with God himself! How awesome is that!