The Holy Spirit has been traditionally called the third person of the Trinity. Christianity believes in one God existing in three persons-Father, Son and Holy Spirit. This is the way the Bible presents God.
When Jesus was nearing the time He was to die and later go back to heaven, He told his disciples that He would send another person to take His place and be present with them. That person is the Holy Spirit-God’s presence in the world and in the believer’s life. Depending on the Bible translation you use, He may be called the Comforter, the Counsellor, the Advocate, or some similar name.