Welcome to the forum, it is perfectly normal and standard to find three cables at a light fitting. this is due to the way lights are often wired. (loop at light). When using loop at light there are four connections, A neutral, An Earth, A permanent live and a Switched live. Your three cables will be: Supply from fusebox, Supply to next light & Switch cable. Both of the wires to the switch cable will be live. The switch has no neutral, so one cable may have what looks like a neutral colour but it is actually the switched live coming back from the switch.
You don't say what colours your wires are they could be Red or Brown for Live and Black or Blue for neutral
If one cable has Two reds or two Browns that will be the switch cable, But the switch cable may also be a Red & Black or a Brown & Blue.
You will need:-
3x Live wires joined to each other but NOT to the lamp may be red or brown
2x Neutral wires joined to each other and the lamp (N) maybe black or blue
1x Switched live joined only to the lamp (L) may be red, brown, black or blue
3x Earths joined to each other and the lamp. bare wires with green/yellow sleeve.
(You could probably find that the connector that came with the light is too small to correctly terminate the wires.)
Doc H.