I thought the same, not to remove them unless they were being abused, sadly I have all three in the same nesting box brooding.
As this is my first do I need to put momma and baby in a brooder or just let them alone. I only have three hens and one roster in my coop?
		
		
	 
This situation will likely lead to drama when the eggs start hatching. If they are all together and eggs were laid in the clutches after the first hen went broody and locked down, you are going to have a very staggered hatch that will further complicate things.
I would carefully monitor when the eggs start hatching as the main broody will sit tight for at least a day while the eggs under her hatch. However, eggs under the other two may also start hatching because when one hen leaves a nest with 2 others on it, the eggs will get stolen by the remaining hens so they've likely been all mixed up.
I'd monitor and after two days, would move the main hen out with every chick that hatched. Do this after dark and make a nest for her in the corner of the coop furthest from the other 2 hens. Make sure all the feeders have chick starter in them. Because all your hens have gone broody, you won't need to offer calcium until they resume laying. You also need a chick safe waterer. I've had great success with a baby bottle
		
		
	
	
as mom will stoop to use it at chick level and by the time she feels comfortable taking the chicks out to meet the flock, they are fluttering around and can use the community fount waterer without risk. Mom will feed the kids so you don't need to worry about that. Dad should be thrilled to help with them when mom lets him.
Continue monitoring the staggered hatch and when another batch of chicks is ready, split off the hen that seems most interested in them and hope the third will sit tight and try to hatch the remaining chicks.
Clearly this is a major headache and the hens are guaranteed to make things more complicated.
You really need to control when, how and who hatches in your flock in the future. And invest now in a small all wire dog crate so you can set it up as a broody breaker. It can be a pure joy to experience or a freaking nightmare to manage. Hence, why I only permit one hen at a time to set. That's up to 
you, not the hens. Good luck.