these things God has revealed to us through the Spirit. For the Spirit searches everything, even the depths of God. For who knows a person's thoughts except the spirit of that person, which is in him? So also no one comprehends the thoughts of God except the Spirit of God. Now we have received not the spirit of the world, but the Spirit who is from God, that we might understand the things freely given us by God.
(1 Corinthians 2:10-12 ESV)
I think that the Holy Spirit is the most difficult One of the Holy Trinity to fully grasp. To me it's not very difficult to see a Creator (the Father for discussion purposes) with all that is around us by using both science and logic. Christ to me takes a bit more of a step of faith as although we have historical accounts of His works and even Resurrection (or 'unexplained magic' by some early non-believing scholars) and life changing testimonies, it's perhaps more difficult for some to grasp. However when we get to the Spirit it begins to get far less tangible. Yes we have some visual and physical documented events such as Pentecost, but for the most part, the Holy Spirit is seen in personal testimonies and life changing events from believers.
If the Father doesn't exist we don't have a Creator, and if Christ doesn't exist we don't have a Savior, however if the Spirit doesn't exist we wouldn't even be able to commune with God and even have a chance at understanding His Will for us. Prayer would be pointless, and His will for me would be lost in my own battle of self-love.
Christ didn't die "For me."
Christ died "For me ... to go and serve, worship, bring Him glory and find His lost sheep and lead them to the cross."
May I not love the Father, Serve His son, but forget to treasure and 'use' this amazing gift of His Spirit.
Father, I thank you for sending your son to not only die for my sins, justly punishable by death, but for sending Your Spirit to guide me, teach me, convict me, and allow me to communicate with You. I deserve nothing, yet I am full of joy! Reveal to me the path You have planned for me so that You can use me to reach Your lost sheep.