Why do I have 3 disks on my Mac ?

Boot into Internet Recovery.

Enter Disk Utility

Select each of the – Data volumes and remove all of them by clicking the – button.

Exit Disk Utility

Select Reinstall macOS.

Choose Macintosh HD as the destination for the reinstall.

After the installation, when the Startup Assistant starts asking you to set up the Mac, force shut down the Mac by holding the Power Button.

It is now ready to give away or sell.

Again, in Internet Recoverry,

In Disk Utility, set the View to "Show All Devices" (button on top of Volumes list).

Select the drive device (outdented at top of volumes, named with the brand and size of drive, usually)

Erase the device and make it APFS.

Quit Disk Utility and Reinstall macOS.

There is not three disks it is one but three partitions here is a quick explanation of what you are seeing I guess. When you install Mac OS Mojave and higher your Mac converts you internal disk to something called APFS (Apple File System) and when Mac OS is installed on a APFS drive it creates two partitions one for the system data and the other is just the hard drive where you save stuff. The other Macintosh HD Data maybe a second installation of Mac OS. I don’t really won’t to say to what the solution is because sometimes I’m wrong with solutions and it could be very destructive if you’re not careful so just ask friends and others but essentially that’s a brief explanation of why that happens.

If you were booted to the drive, you can't delete Macintosh HD because that is the boot volume.

If you are trying to delete Catalina and revert to Mojave, you need to remove the Macintosh HD - Data Volume.

It appears you installed Catalina onto the Macintosh HD - Data Volume. That's how you ended up with Macintosh HD - Data and Macintosh HD - Data - Data.

Please explain what you were trying to accomplish when you went about erasing and reinstalling.