RE: How Does That Even Make Sense?

In the Catholic tradition it is very much the same. It is considered a mystery of faith. We believe the Trinity without fully understanding it.

An imperfect analogy of trinity is a flame, which has light, heat, and energy. They are all distinct, but part of the same flame.

It is similar to bread and wine becoming the flesh and blood of Jesus at the Eucharist. It's kind of weird that we would believe such a thing. But Jesus said that is what they were at the Last Supper, and instructed that His followers do the same in His memory. We do not fully understand how bread and wine become flesh and blood, but we accept it as a mystery of faith.

I think Faith is the key piece here for accepting without proof or full understanding.