What's up with the strange image that closes Paradiso, the three different-colored circles? And the painted man in the second circle that Dante doesn't understand? As Dante has already told us, this is the image of God itself.
He's in the big time, intellectually, and way out of Dante's league. As a mere mortal, Dante just can't comprehend God's image. As you might have guessed, the three circles probably represent the Holy Trinity of the Father, the Son, and the Holy Ghost. We don't know about you, but we thought that God might look like a human, so these circles threw us for a loop. But of course it makes theological sense.
Now for the mystery of the second circle: "within itself and colored like itself, / to me seemed painted with our effigy." In English that means that within the second circle, Dante could make out the shape of man ("our effigy") but it was the same color as its surrounding circle. The second circle, the Son (Jesus Christ), is a mystery. He's a paradox because he's simultaneously man and God.
So this whole same color business represents the mystery of the Incarnation, that two natures can occupy one body simultaneously and completely. Of course, that's just the surface. You'll have to do your own digging to figure out more.
But here's the cool part. Character-Dante is clueless about what any of this means. Earlier in the last canto, he prayed to God to let him remember and understand His image. In the very last lines, as Dante is literally dazzled by the incomprehensibility of the three circles, he gets his wish. In the final moments of Paradiso—and of the entire Comedy—Dante understands what he sees.
Of course, we're not allowed to see what he gets. Dante would say his understanding ultimately cannot be expressed in words, but we're told he receives understanding that no other living man has gotten. It's not Dante that actually achieves the understanding. Rather, it goes like this: "my / desire [wish to understand] and will were moved already—like / a wheel revolving uniformly—by / the Love that moves the sun and the other stars" (Par. XXXIII, 140-145).
This Love with a capital "L", that grants Dante's understanding, is God. It's His mercy allows Dante to understand what no mortal has ever understood. And, appropriately, this very last line of the Comedy is an epithet for God.
Now think big picture. At the beginning of the Comedy (Inferno, Canto I), Dante is wandering in a dark wood after losing the path to God. Compare it to the end, where his last words invoke God. Start with no God, end with God. Start in the dark, end in the light. Start in confusion and end in ultimate understanding.
Isn't that how we all expected it to end? Yeah, but here's where Dante's genius comes in. Go back and look at the last word of Paradiso. "Stars," right? Now go back and look at the last words of Purgatorio and Inferno: "stars." (Don't worry, it works in the Italian too.)
That's right, folks. Each cantica ends with the same word. No matter where he is at the end of each cantica, Dante reminds that his goal is heavenward. This is one of the many ways that Dante unifies all three texts while still keeping the plot moving forward.