This Sunday was originally no otherwise distinguished than as an octave of Pentecost. The Church, however, in consequence of the heresies of Arius and others, who opposed this divine mystery, thought proper to order that the mystery of the Trinity should be more solemnly commemorated on a particular day.
This day was chosen in preference to any other for the more solemn commemoration of this mystery, because, after our LORD’S ascension into heaven, and the descent of the HOLY GHOST upon the disciples, there ensued the full revelation of the glorious and incomprehensible doctrine of the Trinity. The Church having celebrated, in order, all the greater Festivals, the Nativity, Epiphany, Resurrection, Ascension of our LORD, and the Descent of the HOLY GHOST, concludes these solemnities with a Festival of full, special, and express service to the honor of this holy, blessed, and glorious TRINITY.
The first Lesson for the morning (Gen. i.) seems plainly to set forth three persons in the GODHEAD. For, besides the “SPIRIT OF GOD,” which “moved upon the waters,” (ver. 2) we find the great Creator (ver. 26) consulting with other persons of the GODHEAD, concerning the creation of man; the creation of whom, by the Almighty power of the GODHEAD, is recorded in the first Lesson for the evening (Gen. ii.). The second Lesson for the morning (Matt. iii.) relates at one and the same time the baptism of the SON, the declaration of the Father concerning the SON, and the descent of the HOLY GHOST upon him. The second Lesson for the evening (1 John v.) shows, that these three persons, though distinct in number, are but one in essence. Both the Epistle and Gospel allude to the persons of the TRINITY.
[Excerpt from John Henry Hobart, A Companion for the Book of Common Prayer, Containing an Explanation of the Service (1859), 109-110.]