Who is the Holy Spirit?

The Holy Spirit is God.

Acts 5:3­4 (NIV) Then Peter said, "Ananias, how is it that Satan has so filled your heart that you have lied to the Holy Spirit and have kept for yourself some of the money you received for the land? 4 Didn't it belong to you before it was sold? And after it was sold, wasn't the money at your disposal? What made you think of doing such a thing? You have not lied to men but to God."

He is a living person, not just an impersonal spirit.

Ephesians 4:30 (NIV) And do not grieve the Holy Spirit of God, with whom you were sealed for the day of redemption.

He was sent by Jesus after He went back to heaven so that Christians need not have to suffer a void caused by the departure of Jesus.

John 16:7 (NIV) But I tell you the truth: It is for your good that I am going away. Unless I go away, the Counselor (ie Holy Spirit) will not come to you; but if I go, I will send him to you.