Father Barron comments on The Holy Spirit and the Trinity. The Trinity is a mystery. In the context of theology, a mystery can be described as follows:

“In a strict sense  a mystery is a supernatural truth, one that of its very nature lies above the finite intelligence.” — The New Advent Catholic Encyclopedia on Mystery

Msgr. Charles Pope also gives this wonderful article on his blog for Trinity Sunday: 1 and 1 and 1 Makes One. A meditation on the Solemnity of the Holy Trinity