The Trinity can be defined as the Father, Son, and Holy Ghost three persons who are only one God. Two of the main verses rightly given in support of the Holy Trinity are Matthew 28:19 (“Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost:”) and 1 John 5:7 (KJV)
Also in Matthew 3:16-17 we see God the Father in heaven saying “This is my beloved Son (God the Son), in whom I am well pleased” God the Father says this while God the Spirit descends like a dove on Jesus.
In Colossians 2:8-9 we see that in Christ dwells the fullness of the Godhead. In Matthew 8:29, 14:33, Mark 1:1, Mark 15:39, John 3:18, Galatians 2:20, and Hebrews 4:14 we see that Jesus Christ is the Son of God.
In John 10:30 we see that the Son and the Father are One.
In Matthew 1:18 and Luke 1:35 we see that Mary was “found with child of the Holy Ghost” Mary had known no man but the Holy Ghost came upon her, the power of the Highest overshadowed her, and “that holy thing which shall be born of thee shall be called the Son of God.” In contrast we read in Luke 1:15 (of John the Baptist) that he shall be filled with the Holy Ghost even while still in the womb of his mother Elisabeth. It is important to note that John was filled with the Holy Ghost from the womb, But Jesus was even “of the Holy Ghost” and in fact in existence before he was even in the womb of Mary, even in the beginning he was (John 1:1-14).
In Mark 1:8 and 13:11 we read of the Holy Ghost. In John 7:39(also see Acts 1:1-9) we see that the Holy Ghost was not yet given since Christ had not yet been glorified (or had not yet ascended). In John 14:17, 26, 15:26, 16:13, 1 Corinthians 2:13, and 6:19 we see that the Holy Ghost is the Spirit of Truth, the Comforter, a teacher and is that which brings to our remembrance the teachings of Christ. Also we see that the Holy Spirit dwells in us and that our body is its temple. In 1 Corinthians 6:20 we read “For ye are bought with a price: therefore glorify God in your body and in your spirit, which are God’s.”
There have also been instances where some have been filled with the Holy Ghost even prior to it being “officially” given. Such as was the case with John the Baptist (as was mentioned earlier) and with David as we see in Mark 12:36 and Psalm 110:1 and with Simeon (Luke 2:25-26).