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You probably recognize the first part of the word "Pneumatology" which is present in lots of other words such as pneumatic and pneumonia. The root word "Pneuma" can mean "air or spirit." That's because early on the "Spirit" of a person was believed to be connected with their breath and as you think of it, when you stop breathing your spirit does leave your body behind.
As a person, the Holy Spirit is both familiar and mysterious. He is a familiar "name" in the pages of the Bible but beyond that it is not often understood who He is and what He does.
The deity of the Holy Spirit, like the deity of Christ is learned by studying what the Bible says about Him. Verses like Acts 5:3-4, 1 Corinthians 2:10-11, 2 Corinthians 3:17,Hebrews 9:14, Genesis 1:2, Eph 4:30, Psalm 139:7- ff and many others clearly demonstrate that the Spirit is more than an abstract force or power but is in fact a third "person" of the Godhead.
But for us the greater amount of study needs to look at the relationship of the Holy Spirit with us as believers. In terms of the godhead the Holy Spirit is sent by the Father (John 15:26) and the Son (John 16:7) and emanates from the Father (John 15:26). In this sense then we recognize that the order of authority in the Godhead starts with the Father and then the Son and then the Spirit.
The Holy Spirit has an enormous ministry on this earth in the present day. He was there at the beginning of creation (Genesis 1:2) and he ministered to the saints throughout much of the Old Testament ( Prophecy : Numbers 11:25; Protection : Judges 3:10; Empowering Kings : 1 Samuel 16:13). But on the day of Pentecost the Holy Spirit began a new ministry specifically geared towards God active work inside of every believer for the salvation of the world (Acts 1:8).
The Holy Spirit is the most "visible" member of the Godhead in your daily life. When Jesus ascended to heaven he stopped dwelling on this earth. But he did not want his first disciples, or you to be alone "“ so he sent the Holy Spirit to be our companion on this earth. But the Holy Spirit is also shrouded in mystery. We are only told as much as we need to know and no more, yet learning what we are taught is necessary to keep us from error.
Your constant companion, and the one who gives you the ability to do the right things as well as keeping you on the straight and narrow path of faith is the Holy Spirit of God. He gave you your Spiritual gifts and wants you to know them. He empowers you to serve God, and wants to speak assurance to you when you fear for your own salvation. And it is He who the Father gave as a proof positive promise that your salvation will be carried through.
PDF of this lesson: Nutshell Theology: Pneumatology