Difficult, definitely a mystery, but here goes…
God - Yahweh - knew Himself and that knowledge of Himself was the second Person of the Trinity. In that “knowing” the Father loved the Son … and that ‘Love’, personified, is the Holy Spirit.
The Bible (OT) has - you guessed it - 3 names for God
(1) Yahweh - God the Father who demands Justice
(2) Adonai - The ‘Lord’ who is Mercy
(3) Shekinah - The Pillar of Fire by Night and a Cloud by Day in Exodus, who overshadowed the Ark of the Covenant (and Mary - the new Ark of the Covenant), ie. the Holy Spirit.
“Just as the Shekinah dwelt in the Temple of Solomon so the Shekinah in the flesh was Yeshuah and now dwells in the tabernacles of the world. Thus the central concept of both Jewish and Catholic mysticism is the Divine Presence (Shekinah).”
[Sorry, forget where I got that from.]
The Holy Spirit dwells within baptised Christians (we are temples of the Holy Spirit) guiding us and teaching us.
The Holy Spirit is the ‘Love of God’ personified.