If you have sincerely committed your life to Jesus Christ, then He has already come to live within you by His Holy Spirit. The Bible says, "Don't you know that you yourselves are God's temple (or dwelling place) and that God's Spirit lives in you?" (1 Corinthians 3:16).
In fact, the Holy Spirit has already been at work in your life -- even if you weren't aware of Him. Before you ever confessed your sins and put your faith in Christ, the Spirit convicted you of your sins and convinced you of the truth of the Gospel. In addition, the Spirit drew you to Christ, and He even gave you a new heart and a new life as you committed your life to Jesus. Jesus said, "No one can see the kingdom of God unless he is born again.... Flesh gives birth to flesh, but the Spirit gives birth to spirit" (John 3: 3,6).
But what may be missing in your life is the power of the Spirit -- that is, His control over your life. God wants to change us from within and make us more like Christ. But we can't do that on our own; it only happens as we allow the Holy Spirit to control our minds and wills.
Turn your life over to God and ask Him to change you from within by His Spirit. Then make the Bible your constant companion and guide every day. The Holy Spirit gave the Bible to us, and the Holy Spirit will use it to change us.