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It would be very unlikely for one mosquito to infect three people.
Another thing is that once the mosquito bites, it has already taken its meal and is full so it would usually bite only one person at one time. So the same mosquito biting three people is a little unlikely.
Actually the mosquito has to have a certain amount of virus present in its saliva to cause the infection.
If it has transmitted the virus to one person, the first person will be at the highest risk as he is the one that gets the full dose of the saliva and the virus in it but the rest will be unlikely to get the infection as a certain dose of the virus is required to cause infection.