"I baptize you with water, but one is coming who is mightier than I...
He will baptize you with the Holy Spirit and fire"
~33 A.D. - Jesus, preparing his followers (and probably himself) for His quickly-coming crucifixion, attempts to provide comfort:
"I will ask the Father and He will give you another Helper that He may be with you forever, the Spirit of truth...He abides with you, and will be with you." "I tell you the truth, it to your advantage that I go away; ... I will send Him [the Helper] to you." "He... will convict the world concerning sin, and righteousness, and judgment; ... He will guide you into all truth."
~ a few weeks later, having returned from the dead, Jesus leaves his followers a few more notes:
"John baptized with water, but you shall be baptized with the Holy Spirit
not many days from now."
~and Jesus was right. Shortly thereafter, as the early followers of Jesus were watching college football one Saturday, the unusual, unique, bizarre and intimidating happened:
"...there came from heaven a noise like a violent rushing wind, and it filled the whole house... and there appeared to them tongues as of fire distributing themselves, and they rested on each one of them.
And they were filled with the Holy Spirit."
~ the distinct introduction of the 3rd person within the Trinity - as ol' King James named the Holy Ghost. And this was a sealing, a connection between God and man more radical in concept and promise than we can fear to comprehend. A furtherance of the aim of Jesus: to have man abide in God.
To be led by God
to be convicted, encouraged, taught, Fathered...
to take comfort in the myriad of promises throughout scripture,
to begin to understand the nature of creator God.