How to Dedupe Records
There is detailed documentation here https://docs.civicrm.org/user/en/latest/common-workflows/deduping-and-merging/

If you have your contacts in a Search result, then you can click on them both, and under ACTIONS find Merge Contacts which will take you to a page with url like

civicrm/contact/merge?reset=1&amp;cid=112&amp;oid=144

so the other option is to just paste that in to your url, change the to ids (ie the cid and the oid) and that will give you the screen with the two contacts ready to merge.

At that point you will have a 'flip' button if you want to merge the other way round.

Then repeat for the remaining two.

Note merging records with Membership data does not 'merge' that data, it can 'add' the membership records from one to the other - but you may need to manually adjust the start or end dates if you want to end up with just a single member record.

Also, for future, you should read up about Dedupe Rules and see if you can set this up to help avoid this situation. the other thing to note is if you are sending renewal reminders (manually or via Scheduled Reminders) and use a checksum then it helps avoid this situation as the link temporarily logs the contact in so there is no option to create a duplicate.

hope that helps.