The Holy Spirit is God Himself, as He comes to live within us when we give our lives to Jesus Christ. (This, incidentally, is why we always should refer to the Holy Spirit as a person -- that is, as "He" or "Him" instead of "it".)
Jesus promised His disciples that when He left them and returned to His Father in Heaven, God would still be present with them by His Spirit. He said, "I will ask the Father, and he will give you another Counselor to be with you forever -- the Spirit of truth" (John 14:16-17). His promise is true, for when we accept Christ and commit our lives to Him, God comes to live within us by His Holy Spirit.
Why has God given His Spirit to us? One reason is because we need God's help every day, keeping us from yielding to temptation, guiding us as we seek God's will, giving us power to meet life's challenges. God also gave His Spirit to us to help us tell others about Christ and His salvation. Jesus said, "But you will receive power when the Holy Spirit comes on you; and you will be my witnesses" (Acts 1:8).
But God has also given us His Spirit to encourage and help us live the way He wants us to live. He does this as we open His Word, the Bible, and allow Him to speak to us through its pages. He also does it through our fellowship with other believers. Yield yourself to Christ every day, and ask the Holy Spirit to help you live for Christ in everything you do.