why

I think it started in Greece: three goddesses of Fate, three "Graces" or goddesses of blessings, three Furies or agents of revenge/justice (according to Virgil, anyway)... but I've heard the "three women" motif pop up in Celtic and Nordic mythology, too. I'm just not as familiar with those.

They can represent three distinct stages of life, as a maiden (state of innocence), mother (creative force), and crone (wise one).

so that means????????

I guess that means modern writers (Shakespeare, Virgil, all the way up to Gaiman) tend to identify these sets-of-three patrons of divination/blessing/curses/self-development as witches, because those are all ways to use magic.

But if you mean, what does that mean for spellcasting... I don't think 3 is necessarily the most powerful number. Well-coordinated spellcasters can pool their energy to make a spell stronger, true. And 3 is a very stable number, being the simplest for checks and balances.
BUT, for example, my spiritual advisor is a elementalist and she's most confident when there are four people (one for each quarter) not so much with three. Many traditional real-life covens seem to find 13 people as the most powerful number. It just depends on what you're comfortable with... like Zexion said.