We report on the experimental observation of non-trivial three-photon correlations imprinted onto initially uncorrelated photons through interaction with a single Rydberg superatom. Exploiting the Rydberg blockade mechanism, we turn a cold atomic cloud into a single effective emitter with collectively enhanced coupling to a focused photonic mode which gives rise to clear signatures in the connected part of the three-body correlation function of the out-going photons. We show that our results are in good agreement with a quantitative model for a single, strongly coupled Rydberg superatom. Furthermore, we present an idealized but exactly solvable model of a single two-level system coupled to a photonic mode, which allows for an interpretation of our experimental observations in terms of bound states and scattering states.