Why do I have three eyelids? (Photo)

That's a good question.
You actually don't have 3 eyelids. You only have one. The appearance of multiple creases on your eyelid seems to be caused by ptosis, or drooping, of your eyelid.
Usually our muscles pull on our eyelids to open our eyes, in your case the muscle seems to be weakened, therefore it cannot pull your eyelid up far enough so your eyelid skin forms multiple creases.
In those that have double eyelids, the eyelid skin is folded upon itself, giving one well defined crease.
Hope this answers your question.

Thanks for the photo. You have an eyelid ptosis with extra visible skin creases. Ptosis is the dropping of the eyelid with a thinning or weakness of the small muscle that lifts the eyelid called the elevator muscle. It has a very fine front part which has small connections to the skin and as they slip upwards, extra skin creases appear and you get the appearance of three eyelid creases.Ptosis is treated by ptosis surgery but first you require a proper eyelid assessment with photos and measurements and even a drop test called the phenylephrine test, to tell the surgeon how best to approach your eyelids surgically.Surgery is done under local anaesthetic as that I think gives the most reliable results.