Matthew 3:16-17 And when Jesus was baptized, immediately he went up from the water, and behold, the heavens were opened to him, and he saw the Spirit of God descending like a dove and coming to rest on him; and behold, a voice from heaven said, “This is my beloved Son, with whom I am well pleased.”
What we see at the baptism of Jesus is the Father confirming the ministry He was sent for and the Holy Spirit empowering Him by coming upon Him. Jesus, being God himself, is at all times filled with the Holy Spirit, but the picture we get here as believers is that when God calls us to something, He empowers us to do it. We have the blessing of the Father, the authority given by the Son (Matthew 28:18), and the indwelling of the Holy Spirit, which enables us to carry out God’s mission.
All three persons of the Trinity are at work as we carry on with what God has called us to do and each plays a part in their own respective roles along the way. As finite humans who are quite incapable of fully understanding how God works, we may never know exactly how God is working in a given situation, but we can know that He is working and that He is simultaneously acting in the distinct persons of the Father, the Son, and the Holy Spirit. These three are one and they equip us to do what we’re called to do.