This is a very common question, and the answer is found in understanding the Trinity and the incarnation of Jesus. The Trinity is the doctrine that there is only one God in all existence. They are not three gods, but one God. Each is a separate person, yet each of them is, in essence, divine in nature. A close analogy of the Trinity can be found by looking at the concept of time.
Time is past, present, and future.
Each is separate, in a sense, yet each shares the same nature, or essence. In a similar way, the Trinity is three separate persons who share the same nature. The doctrine of the incarnation in Christian teaching is that Jesus, who is the second person of the Trinity, added to himself human nature and became a man. Jesus, therefore, has two natures. He is both God and man.