He said Brahm, not Brahma. The word Br(A)hm is a root of words like Brahmin, Brahma, Brahmcharya which means (A(first letter of Sanskrit)/Aham/I am) i.e. creation, beginning, Self and alone.
The trinity of Br(A)ma, Vishn(U) and (M)ahesh is the manifested triguna Maya Prakriti who is the beginning, middle and end of this creation. A+U+M is also called AUM/OM(Shabd Brahman).
In the beginning this was Self alone, in the shape of a person
(puruṣa). He looking around saw nothing but his Self (Atman). He first
said, "This is I/Aham", therefore he became I/Aham by name. — Brihadaranyaka
Upanishad 1.4.1
Eko Ham Bahu Syam - (I am One, let me be many) - Vedas
bahu syam prajayeyeti . sa tapo.atapyata . sa tapastaptva
ida{\m+} sarvamasrijata . yadidam ki~ncha . tatsrishtva
tadevanupravishat.h . tadanupravishya . sachcha tyachchabhavat.h
niruktam chaniruktam cha . nilayanam chanilayanam cha vij~nanam
chavij~nanam cha . satyam chanritam cha satyamabhavat.h -
He (the Supreme Self) desired: “May I be many, may I be born. He
performed austerities. Having performed austerities, He created all
this— whatever there is. Having created all this, He entered into it.
Having entered into it, He became both the manifested and the
unmanifested, both the defined and undefined, both the supported and
unsupported, the intelligent and the non— intelligent, both the real
and the unreal. The Satya (the True) became all this: whatever there
is. Therefore (the wise) call It (Brahman) the True. Taittiriya-Upanishad
Chapter 2
In the beginning in Brahman, there was a Spandana or vibration with Om(Shabd Brahman) before the world was projected. This is the Sankalpa of Brahman. He thought or willed: "Ekoham Bahu Syam: I am one; may I become many". Then the whole world was projected.
Braham simply means Br+Aham
Sanskrit Brahman (an n-stem, nominative bráhmā) from a root bṛh- "to swell, expand, grow, enlarge" and Aham means I. Hence Braham is the soul(real I) of all beings.
How is the Visvarupa of Lord Shiva different from the Visvarupa of Lord Krishna?
And Rama, Krishna etc., are avatars of Lord Vishn(U), who has the task of maintaining Dharma on the earth.