The above title comes from a section in John Frame’s Doctrine of God. This book is highly worth the money (would that be considered a pun?)…Anyway, the data I am going to share here comes mostly from that and I want to offer some more info you can go to in order to understand the third person of the Trinity.
First of all, there is no necessary contradiction between saying that God is Three in One. The way the church fathers articulated it was: One essence, Three persons. As goodwillhiking mentioned in one of his comments, “It is good to live with mystery.”
With regards to mystery, it is right to say you live with the mystery as long as it is prescribed in Scripture. For example, I have spoken with several people that say they are comfortable living with contradictions. You shouldn’t be comfortable with contradictions. A contradiction is “logical incompatibility between two or more propositions” (acc. to Wikipedia). This is not the case with saying one essence, three persons.
With that said, now for the Holy Spirit. Frame: “We are often inclined to equate ‘spirit’ with the nonmaterial realm, so that it amounts to a force that animates matter. But spirits in Scripture, human as well as divine, are persons, not impersonal forces” (p. 691).
“The power of God is never impersonal. It is a power directed by God’s intelligent plan to accomplish his purposes…The Spirit has a ‘mind’ (Rom 8.27). Often it is quite impossible to substitute power for spirit (see, e.g. Acts 10.38; Rom 15.13; 1Cor 2.4). The Holy Spirit is not a mere power; he is the personal bearer of divine power” (italics original; 691)