You are. Your pastor seems to be confused about what a mystery is. It isn't a religious truth about which we can know nothing. It's a religious truth about which we can't know everything and about which we wouldn't know anything at all if God hadn't revealed it to us.
Frank Sheed had a good way of explaining what a mystery is and isn't. He said many people--your pastor might be an example--think of it as a museum gallery into which we can't enter at all because a brick wall blocks our way. Instead, a mystery is more like an endless gallery. No matter how far down it you walk, marveling at the pictures, you're still no closer to the end (the end representing complete understanding). You can understand more and more, but you'll never get the whole story.
If we really "understand nothing" about the Trinity, then we can't even talk about one divine nature and three Persons. A discussion of the nature-and-Persons issue indicates we understand at least something about the Trinity.
Postscript: Sometimes Catholics who have questions about the faith are brushed off by priests who say, "Just accept it. It's a mystery." Such a reply usually manifests theological and pastoral laziness. You may have to put up with it, but don't swallow it.