The Holy Spirit existed from the beginning. He is often called the Spirit of God or the Spirit of Jesus in the Bible.
"In the beginning God created the heavens and the earth. And the earth was a formless and desolate emptiness, and darkness was over the surface of the deep, and the Spirit of God was hovering over the surface of the waters. Then God said, ‘Let there be light’; and there was light…" (Genesis 1:1-3).
Jesus talked about the Holy Spirit when He said, "But when He, the Spirit of truth, comes, He will guide you into all the truth; for He will not speak on His own initiative, but whatever He hears, He will speak; and He will disclose to you what is to come. He will glorify Me, for He will take of Mine and will disclose it to you" (John 16:13-14).
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God has sent us the Holy Spirit, our Helper.
We should not think of the Holy Spirit as a force or as a power; He is God. He is the third Person in the Trinity. We can think of the Trinity as God in three Persons. God the Father, God the Son, and God the Holy Spirit are equally God and have the same nature, powers and abilities.
Jesus and the Holy Spirit submit to the Father (John 10:29). But God is One, because of unity. God the Father, God the Son, and God the Holy Spirit are One in the sense that they are united (having the same will and purpose). Humans sometimes refer to being one as being on the same team. Similarly, God is One, meaning God is united as in the Trinity = Tri (3) + unity.
So God the Father has sent us the Holy Spirit to be with us forever. The Holy Spirit comes to live in each believer when we believe in the Son.
“And you also were included in Christ when you heard the message of truth, the gospel of your salvation. When you believed, you were marked in Him with a seal, the promised Holy Spirit, who is a deposit guaranteeing our inheritance until the redemption of those who are God’s possession” (Ephesians 1:13-14).
The Holy Spirit lives in each believer to teach us God’s ways, to convict us of sin, and to help us live for God. He also encourages us and speaks to us.
The Holy Spirit often speaks in a small, still voice. Because He lives in believers, He doesn't need to speak loudly or shout.
However we could quench the Holy Spirit by ignoring His words. For example, when we read the Bible, we may feel convicted to avoid sin and to do God's will. If we ignore that conviction, then we are quenching the Holy Spirit.
Jesus said, "He who has My commandments and keeps them is the one who loves Me; and he who loves Me will be loved by My Father, and I will love him and will disclose Myself to him" (John 14:21).
So it is important to obey God. If we obey Jesus, then the Holy Spirit will speak more to us and also help us in obeying God. If we ignore Jesus' commandments, then we are quenching the Spirit.
As we read the Bible, we should practice what we read.
The more we practice God's word in our daily lives, the more we will be filled with the Holy Spirit.