I believe in the Holy Spirit
The Holy Spirit is the third person of the Blessed Trinity. We do not believe in 3 gods, but in one God who eternally exists in 3 distinct persons: God the Father, God the Son, and God the Holy Spirit. As the Nicene Creed more fully bears out, "We believe in the Holy Spirit, the Lord and giver of life, who proceeds from the Father and the Son. With the Father and the Son, He is worshiped and glorified. He has spoken through the prophets." Because He is God, we pray to the Holy Spirit, we worship Him, and we seek to be led by Him in our daily lives.
The Holy Spirit plays a very vital role in our lives. He makes known to us the will of God. He empowers us to overcome sin and live holy. He intercedes before the Father on our behalf. He provides gifts of various kinds to the Church. He does all of this and so much more.
The Holy Spirit has been entrusted with the guiding of the Church. He was promised for this purpose by our Lord before His crucifixion. He descended on the Day of Pentecost and has been faithfully guiding the Church into all truth ever since.
The Holy Spirit is gentle, like a dove. When He comes into our lives, He will gently lead us into paths of righteousness. But if we persist in refusing Him, He will be grieved and will eventually leave us to our own ways. We can repent and ask Him to return and He will. But this is very difficult. Once the Holy Spirit has been grieved away, we typically are not interested in having Him return. For this reason we must be careful to live according to the Spirit's direction and immediately repent when we realize we have sinned against Him.
Through the Holy Spirit, the Father communicates to us Spirit to spirit. This is a very deep communion. It is unlike anything that people can have with one another. Our God loves us so much that He has designed that we would be his own tabernacles- the dwelling place of His Spirit. This is the reason why our Lord Jesus Christ died and rose again; so that we could receive the Holy Spirit, and know God in this way.
This relationship with God is available to all, but not all receive it. The Spirit comes into our lives at baptism. The more we yield to Him and cultivate a relationship with Him, the better and more clear we hear His voice. If you do not yet know the Holy Spirit, you can when you believe in Jesus Christ and receive baptism. If you have already been baptized, you may come to know the Spirit more by praying to Him, reading the Scriptures and obeying His gentle leadings.
So it is that we pray continually, "Come Holy Spirit."