Faith is first of all a personal adherence of man to God. At the same time, and inseparably, it is a free assent to the whole truth that God has revealed. As personal adherence to God and assent to his truth, Christian faith differs from our faith in any human person. It is right and just to entrust oneself wholly to God and to believe absolutely what he says. It would be futile and false to place such faith in a creature.
To believe in Jesus Christ, the Son of God
For a Christian, believing in God cannot be separated from believing in the One he sent, his “beloved Son”, in whom the Father is “well pleased”; God tells us to listen to him. The Lord himself said to his disciples: “Believe in God, believe also in me.” We can believe in Jesus Christ because he is himself God, the Word made flesh: “No one has ever seen God; the only Son, who is in the bosom of the Father, he has made him known.” Because he “has seen the Father”, Jesus Christ is the only one who knows him and can reveal him.
To believe in the Holy Spirit
One cannot believe in Jesus Christ without sharing in his Spirit. It is the Holy Spirit who reveals to men who Jesus is. For “no one can say “Jesus is Lord”, except by the Holy Spirit”, who “searches everything, even the depths of God. . No one comprehends the thoughts of God, except the Spirit of God.” Only God knows God completely: we believe in the Holy Spirit because he is God.
The Church never ceases to proclaim her faith in one only God: Father, Son and Holy Spirit.
From the Catechism of the Catholic Church 150-152