I'm thankful you have recently given your life to Jesus, and I'm thankful also for your desire to understand God's Word. Nothing is more important than your spiritual growth; the Bible says, "But grow in the grace and knowledge of our Lord and Savior Jesus Christ" (2 Peter 3:18).
The Holy Spirit is God Himself (which is why we should never refer to Him as a thing or as "it"). When God works in the world, He does so by His Spirit. In other words, the Holy Spirit is God in action! In the very beginning, for example, the Bible says that "the earth was formless and empty, darkness was over the surface of the deep, and the Spirit of God was hovering over the waters" (Genesis 1:2). Then God spoke, and by the power of His Spirit the world came into being.
But the most important work of the Holy Spirit is in our lives. By His Spirit, God convicts us of our sins, and He draws us to Himself. By His Spirit, He also gives us new life. Jesus said, "No one can enter the kingdom of God unless he is born of water and the Spirit" (John 3:5). And by His Spirit, God comes to live within us and helps us when we open our hearts and lives to Christ.
Thank God that He doesn't live in some far-off part of the universe but is with us by His Holy Spirit. Ask God to control you and guide you by His Spirit every day, and draw you closer to Himself.