JD Greear answers that question:
When it comes to the Holy Spirit, most evangelicals fall into one of two extremes.
Some seem obsessed with him, relating to him in strange, mystical ways. Their experiences with the Spirit always seem to coincide with an emotionally ecstatic moment — triggered by a musical crescendo, the wail of the electric guitars, or that point at the end of a sermon when their pastor goes on an alliterated roll.
Other Christians react to that perceived excess by neglecting his ministry altogether. They believe in the Holy Spirit, but they relate to him the same way they relate to their pituitary gland: grateful it’s in there; know it’s essential for something; don’t pay much attention to it. There certainly isn’t a sense of the presence of God with them, or a living, moving, dynamic Person. I was like that for many years. For me, the Holy Trinity consisted of the Father, Son, and Holy Bible.
Yet Scripture indicates that God has always desired a close and personal presence with his people. He walked with Adam and Eve in the cool of the Garden, dwelled among his people in the pillar of cloud and fire, and descended upon the Temple of his presence. The Israelites even gave him the name Jehovah Shammah, “the God who is there” (Ezekiel 48:35). Now through the Holy Spirit, he is closer than ever — God in us.