The revelation of God's will and purpose, through the medium of scripture, took hundreds of years to unfold. The idea that God is not just a transcendent and distant creator, but is a loving Father whose desire it is to enter personally into the human arena, and finally into the heart of every believer, only became truly apparent after Pentecost.
It says in Ephesians, 'There is one body, and one Spirit, even as ye are called in one hope of your calling; One Lord, one faith, one baptism, One God and Father of all, who is above all, and through all, and in you all. But unto every one of us is given grace according to the measure of the gift of Christ.'
Living in Old Testament times meant God was only known through nature and through prophets. When Jesus came as the only begotten son of God, he demonstrated sinlessness, firstly under the Law and then as the anointed Christ. His promise was to baptise every believer with the Holy Spirit - with the same Spirit that had descended on him at his baptism by John in the river Jordan.
For Christians, the trinity is not some grand intellectual or theological puzzle. It's a reality of faith. It's the knowledge that God has sent his Holy Spirit, through Christ, to dwell within you.