To understand this, you need to understand the concept of the Trinity.
The Trinity is one God existing in three Persons. Understand that this is not in any way suggesting three Gods. Keep in mind when studying this subject that the word “Trinity” is not found in Scripture. This is a term that is used to attempt to describe the triune God—three coexistent, co-eternal Persons who make up God. Of real importance is that the concept represented by the word “Trinity” does exist in Scripture. The following is what God’s Word says about the Trinity:
1) There is one God (Deuteronomy 6:4; 1 Corinthians 8:4; Galatians 3:20; 1 Timothy 2:5).
2) The Trinity consists of three Persons (Genesis 1:1, 26; 3:22; 11:7; Isaiah 6:8, 48:16, 61:1; Matthew 3:16-17, 28:19; 2 Corinthians 13:14). In Genesis 1:1, the Hebrew plural noun "Elohim" is used. In Genesis 1:26, 3:22, 11:7 and Isaiah 6:8, the plural pronoun for “us” is used. The word "Elohim" and the pronoun “us” are plural forms, definitely referring in the Hebrew language to more than two.
In Isaiah 48:16 and 61:1, the Son is speaking while making reference to the Father and the Holy Spirit. Compare Isaiah 61:1 to Luke 4:14-19 to see that it is the Son speaking. Matthew 3:16-17 describes the event of Jesus' baptism. Seen in this passage is God the Holy Spirit descending on God the Son while God the Father proclaims His pleasure in the Son. Matthew 28:19 and 2 Corinthians 13:14 are examples of three distinct Persons in the Trinity.
3) The members of the Trinity are distinguished one from another in various passages. In the Old Testament, “LORD” is distinguished from “Lord” (Genesis 19:24; Hosea 1:4). The LORD has a Son (Psalm 2:7, 12; Proverbs 30:2-4). The Spirit is distinguished from the “LORD” (Numbers 27:18) and from “God” (Psalm 51:10-12). God the Son is distinguished from God the Father (Psalm 45:6-7; Hebrews 1:8-9). In the New Testament, Jesus speaks to the Father about sending a Helper, the Holy Spirit (John 14:16-17). This shows that Jesus did not consider Himself to be the Father or the Holy Spirit. Consider also all the other times in the Gospels where Jesus speaks to the Father. Was He speaking to Himself? No. He spoke to another Person in the Trinity—the Father.
4) Each member of the Trinity is God. The Father is God (John 6:27; Romans 1:7; 1 Peter 1:2). The Son is God (John 1:1, 14; Romans 9:5; Colossians 2:9; Hebrews 1:8; 1 John 5:20). The Holy Spirit is God (Acts 5:3-4; 1 Corinthians 3:16).
5) There is subordination within the Trinity. Scripture shows that the Holy Spirit is subordinate to the Father and the Son, and the Son is subordinate to the Father. This is an internal relationship and does not deny the deity of any Person of the Trinity. This is simply an area which our finite minds cannot understand concerning the infinite God. Concerning the Son see Luke 22:42, John 5:36, John 20:21, and 1 John 4:14. Concerning the Holy Spirit see John 14:16, 14:26, 15:26, 16:7, and especially John 16:13-14.
6) The individual members of the Trinity have different tasks.
FATHER: is the ultimate source or cause of the universe (1 Corinthians 8:6; Revelation 4:11); divine revelation (Revelation 1:1); salvation (John 3:16-17); and Jesus' human works (John 5:17; 14:10). The Father initiates all of these things.
SON: is the agent through whom the Father does the following works: the creation and maintenance of the universe (1 Corinthians 8:6; John 1:3; Colossians 1:16-17); divine revelation (John 1:1, 16:12-15; Matthew 11:27; Revelation 1:1); and salvation (2 Corinthians 5:19; Matthew 1:21; John 4:42). The Father does all these things through the Son, who functions as His agent.
HOLY SPIRIT: is the means by whom the Father does the following works: creation and maintenance of the universe (Genesis 1:2; Job 26:13; Psalm 104:30); divine revelation (John 16:12-15; Ephesians 3:5; 2 Peter 1:21); salvation (John 3:6; Titus 3:5; 1 Peter 1:2); and Jesus' works (Isaiah 61:1; Acts 10:38). Thus, the Father does all these things by the power of the Holy Spirit.