The understanding regarding the person of the Holy Spirit seems to be significant when it comes to the relationship we have with God. It seems that this significance is related to free will in the sense that we are being issued a call to action. Stated bluntly, there is a thing that we must do. In human terms we can invite a friend to meet for conversation or a meal. In the same way we need to invite God in the person of the Holy Spirit to communicate with us, to be in our lives.
I invite you to do exactly that! Tell God that you want Him in your life. We may not understand it fully. Without the help of God it is not really possible to understand it, even a little. If you feel you understand this it is because God has given you some understanding.
Christians have been trying to put their understanding of the Holy Spirit into words for a long time. A prominent historical example of this is the Filioque Controversy. The most natural solution to this controversy is to confess that a subject such as this is beyond our ability to understand. Another solution is to refine the definition of "proceed" such that any element of inequality is removed. The role and authority of the Holy Spirit is agreed to and approved by God the Father and God the Son. The issue is a question of semantics regarding the concept of procession.
What SDAs Believe About God the Holy Spirit
The Holy Spirit in Christianity (Wikipedia)
The Holy Spirit in Judaism (Wikipedia)
The Holy Spirit Filioque Controversy (Wikipedia)