The Trinity is always confusing.
Perhaps. But, for those who have reason to accept Scriptural authority, there are good reasons to affirm the Trinity, and at least two ways to show that it isn’t logically incoherent. (Maybe Coyne’s stiff dose of Sophisticated Theology has made him aware of this, which is why he only notes that he hasn’t grasped the concept rather than claiming it is self-contradictory or something.)
For the curious, the two ways I’m referring to are William Lane Craig’s model (or something similar) and Robert Koons’ model (or something similar). Craig’s is social trinitarian while Koons’ is in the Latin trinitarian camp, if I’m remembering my classifications of trinitarian theories correctly.