We, Christians, are taught to believe in the Holy Trinity -- God Father (Jehovah), God Son (Jesus) and God Holy Spirit. I think that the belief of the Trinity is a bit too literal and slightly misinterpreted.
Maybe the three persons (entities) in the Trinity are not really three different persons, but rather three different yet related states of God. It might simply be similar to the relation between liquid, ice and vapor where water is still H2O in all three states. This simple explanation makes much more sense and might just be truer than having God in three separate entities yet being only one divine entity.
Using the belief of three persons in God, our limited human minds could understand the possibility of God be in Heaven (God Father), on earth (God Son) and inside us (God Holy Spirit) at the same time.
Regardless of our limited understanding and whatever the truer concept of the Trinity really is, we remain firm believers that there are three persons in God and that God is everywhere at the same time.