I understand why God is important, and I understand why Jesus is important, but what about the Holy Spirit? Where does it fit into my faith? It's all some people talk about, it seems, but I'm not sure what I'm supposed to believe about it.
The Holy Spirit is God Himself, as He works in the world and in our hearts today to accomplish His purposes. (This, incidentally, is why we should refer to the Holy Spirit in personal terms — not as “it” but as “Him”).
In other words, just as Jesus was fully God, as well as fully man when He lived on earth, so the Holy Spirit is fully God as He works today. Jesus promised His disciples that after He returned to heaven, the Holy Spirit would come to take His place. He said, “I will ask the Father, and he will give you another Counselor to be with you forever — the Spirit of truth” (John 14:16-17).
Because He is God, the Holy Spirit is eternal and all-powerful, and He is everywhere. But when we come to Christ and commit our lives to Him, the Spirit also comes to live within us. In fact, before we ever come to Jesus, He is already at work in our hearts, convicting us of our sins and convincing us of the truth of the Gospel.
Thank God that He has not abandoned you, but that He is present within you by His Spirit. Ask Him to guide you when you pray, and also to give you wisdom when you have decisions to make. Ask Him also to help you read the Bible and apply it to your life, and to change you into the person God wants you to be. Most of all, ask Him to help you point others to Jesus.