Each of the three is a manifestation of the same being. They are not separate gods or beings. Christianity is committed to monotheism – the idea that there is only one God.
In the New Testament, the Holy Spirit acts as the intermediate spirit between God and man, or Jesus. It contains the magic that gives both Jesus and the disciples the eloquence and the magical abilities they display (tongues, prophecy and healing).
When Jesus commissioned them to go out and teach on his behalf, he breathed on them:
“Again Jesus said, ‘Peace be with you! As the Father has sent me, I am sending you.’ And with that he breathed on them and said, ‘Receive the Holy Spirit. If you forgive anyone his sins, they are forgiven; if you do not forgive them, they are not forgiven.'”
John 20:21-23. (New International Version), at biblegateway.com
“And whosoever shall speak a word against the Son of man, it shall be forgiven him; but whosoever shall speak against the Holy Spirit, it shall not be forgiven him, neither in this world, nor in that which is to come.”
The Holy Spirit appears in both the Old (“pre-Christian”) and New Testaments – including prior to the ministry of Jesus, as when the Holy Spirit descends on him when he is baptized by John the Baptist, and even earlier – being the spirit which descended upon Mary in the conception of Jesus.
Christians have long argued over whether or not the power of the Holy Spirit continued for successive generations after the commissioned disciples, or whether it died with them. Although seemingly yet another of the many trivial arguments that Christians have, this pertains to the authority of the Catholic Church as the “official” representative of Christ (because all priests are considered to directly descend from Peter), and also to her claim to the “magic” she performs in healing; in interceding; in offering forgiveness; in asserting sainthood; and so on. This is a major distinction between Protestants and Catholics, and was a major “protest” that the Protestants had. This would have been a hot issue throughout the time of the early development of the Faust legend and literature, in same time and part of Germany as Martin Luther and the Protestant uprising.