I have a three wire going into a box
In the box the red is for a heater the black is split into three to feed the fan and light and a outlet. In the outlet I put a gfi outlet. Now when I switch the fan switch back and forth it trips the gfi. Is this because they share the same neutral. I also put a volt meter in the gfi and when I do the fan switch back and forth the voltage goes up to 150 and back to 120. What should I do.

If you have any shared neutral connected to the Load side of the GFI, the GFI will trip. I assume you have noted that there is both Line and Load terminals on the GFI.

If voltage is going to 150, turn off power and tighten the neutrals between line, light, fan, outlet, and to heater. Sounds like they may be all in that switch box, Alxo check neutral in Panel.