Again, I'm not saying they're one "identity". They are One essence! The same divine essence, yet three persons.
Also, I'm not saying that the trinity concept is easy to understand. All I'm saying is that the only way that everything in the above quote can be reconciled logically is through the trinity concept. Otherwise one has to dismiss certain parts of it. You seem to dismiss "Don't you believe that I am in the Father, and that the Father is in me?", and that is essentially what I have a problem with.
As for 'trinity' not being mentioned in the Bible, it's hardly suprising. The term wasn't even coined back then. The term itself is quite irrelevant, though. The important thing is that the Son dwells in the Father and the Father in the Son. That he who knows the Son knows the Father.
Quote:And once again I ask: To whom did Jesus pray?
Jesus prayed to His Heavenly Father of course. One person to another, yet the same deity. This is obviously very difficult, perhaps even impossible, to fully comprehend for the human mind, though. However, one must bear in mind that God is infinitely much more than we can possibly understand. God is infinite, and we mortals are merely finite. There is no ratio between the finite and the infinite, and as such the two are beyond comparison. In the passage I quoted above from John 14, Jesus asks Philip to believe that he is in the Father and that the Father is in him. He asks him to have faith in this truth, and therefore we should not reject it, even if we cannot understand it.