Does the Trinity really exist?

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I was born into a church that teaches God as being a Trinity. well i didn't really understand it but took it that way 'cos u don't always understand things about God. It's now a year that i've been talking with some guys from the Jehovah's witness, who say God is not a Trinity. That Jesus is inferior to God and there's absolutely nothing called the Holy Spirit. Pls someone help me from all these confusions.