There is one God in 3 persons — God the Father; Jesus Christ the Son of God; and God the Holy Spirit.
When Jesus had died and then rose from the dead and was about to ascend into heaven, He told His followers "You will receive power when the Holy Spirit comes on you..." Shortly thereafter, the Holy Spirit came to the disciples and filled them.
Today, God makes the Holy Spirit available to us. You and I cannot live a victorious Christian life in our own power. We all have sins and failings, and even our best efforts alone cannot give us spiritual victory.
When we accept Jesus Christ as our Savior and Lord, God gives us the gift of the Holy Spirit in our lives. We can then pray and ask God to fill us completely with His Holy Spirit and to live His life in us. The Holy Spirit is God; He will live the life of God through our lives if we ask Him to. You can be filled, controlled, and empowered with God's Holy Spirit!