The Holy Spirit

The Holy Spirit is the spirit of God. Jesus talked about the Holy Spirit as an "Advocate", a teacher who guides Christians from within us.

The Holy Spirit, Jesus and God are separate, but they are also One God. Each has a separate role to help us know God. Here is a good way of explaining those roles:

It is to God, the Father, which each person is entrusted through Jesus, the Son, by the power of the Holy Spirit. Baptism, the ceremony of membership into the friendship of God and the community of believers, is based on the belief that we are born again - that the power of the Holy Spirit gives us a new birth, joins us as brothers and sisters in Christ and makes us adopted children of the Father.

Catholics call these three in one 'the Trinity'. It helps us understand the nature of God.