The Holy Spirit is not a what, He’s a who. The Holy Spirit is the third person of the trinity, with God the Father and Jesus the Son. When Jesus returned to heaven, God sent the Holy Spirit to be with us. But the Helper, the Holy Spirit, whom the Father will send in My name, He will teach you all things, and bring to your remembrance all things that I said to you. (Jhn 14:26)
How do we receive the Holy Spirit? We receive Him when we accept Jesus Christ as our Savior–they come together. But there is an in-filling of the Spirit to ask for. For John truly baptized with water, but you shall be baptized with the Holy Spirit not many days from now. (Acts 1:5) The in-filling, or baptism, of the Holy Spirit if often demonstrated with speaking in tongues, but not always.
He is our helper, our comforter, our wise counselor. He is the power behind our prayer. Once you learn to hear His voice, you can ask Him how to pray and see real results. If you do not have the Holy Spirit in your life, ask God to fill you, and keep asking. He will truly change your life.