We know Jesus has God as His Father because while on earth he often referred to God the Father both in his words and deeds. The final time Jesus cried out to God the Father before dying was on the cross. Jesus in his desperation and extreme suffering cried out 'Father why are you abandon me' Mat 27,47. The crying on the cross was not the denial of the existence of God, but rather it was the affirmation that God is the Father of Jesus. And He felt the loneliness in his pain and suffering and death. The final calling was the final public confession that God was the Father of Jesus. Through Jesus we know the first person of God.
Our mind can endure pain and suffering to a certain degree and when it is too much for the mind to bear then the mind prepare for the excruciating pain and suffering to take control over the situation. It showed that Jesus was fully human and in his suffering he would react in the same manner as any of us.
Before returning to God the Father, Jesus has promised his disciples that He would send the Holy Spirit, the Paraclete to guide and be with them till the end of time.
The Advocate, the Holy Spirit, whom the Father will send in my name, will teach you everything and remind you of all I have said to you Jn 14,23..... When the Spirit of truth comes he will lead you to the complete truth, since he will not be speaking as from himself but will say only what he has learnt; and he will tell you of the things to come. Jn 16,13
Through Jesus we know the third person of God, the Holy Spirit. The mystery of one God in three persons or one and many is: God the Father; God the Son, the second person and God the Holy Spirit, the third person. Each person has a specific task to do and all three unite together to be one God in three persons. The mystery of one God in three persons revealed to us through Jesus when he prayed:
I pray for them; I am not praying for the world but for those you have given me, because they belong to you: all I have is yours and all you have is mine Jn 17,9 and again Jesus prayed Father, may they be one in us, as you are in me and I am in you. v. 20
Jesus sent his disciples to go out to the world to tell them about the Trinity of God and those who welcome the Trinity with a sincere and open heart will receive the baptism in the name of the Trinity: Father, Son and the Holy Spirit.
Through Baptism we are part of God's family that the Trinity is the head of the family and we are parts of it. We are God's sons and daughters and are guided by the Paraclete. We are no more slaves but God's children and all cry out to God 'Abba' and be heirs of God's kingdom. As heirs we receive from Jesus the glory of his resurrection. When we incorporate our lives to the life of Christ and his triumph cross we heir the gift of eternal life.