My faucet runs hot water when my shower is on. What part(s) do I need to replace. I have three knobs, hot, cold and shower

Are you saying the cold water part of the valve won't pass cold water?
Turn off the water, remove the handle, the face plate and open up the stem and washer assemble, (see image) check and clean the seat. Also check the washer for wear and the seat for nicks and rough spots. Now, with the valve still open turn the water back on to flush out the valve body and supplies. You should have a srtong stream coming out of the open valve body. If not then click on back. Regards, Tom

No, I'm saying hot water comes out the spout, causing very little water to come out the shower head

Remove the diverter stem and washer assembly and replace the washer. Check the set, if it's rough or nicked replace the seat. Regards, Tom