God, Jesus, The Holy Ghost. 3 separate entities or one in the same?
3 separate entities.
God is the Creator. (S)He is the one that made the universe possible. Interestingly enough, according to many religions (Judaic among them), God is actually both male and female.
The Holy Ghost. That is actually God's connection to each of us via our soul. But, I suppose the Catholics had to twist it around a bit to get the pagans of Rome onboard.
Yeshua (Jesus to the Christians). He's actually God's Son, and was sent here to teach everone else how to live. It started even earlier with Moses, but Israel turned away from HaShem, because they allowed idol worshipping in their land (check Judges sometime). Yeshua was sent to show us where we were going off the track. Why else do you think He was upset with the moneychangers in the Temple?