Near the end of one of the gospels, I think it was John, Jesus says that he must leave us, but that he will leave us the Holy Spirit
"But the Comforter, which is the Holy Ghost, whom the Father will send in my name, he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you.” Those who receive the gift of the Holy Ghost and remain worthy can enjoy His companionship throughout their lives. The Holy Ghost provides direction and comfort and testifies of truth".
It is part of the Trinity, and there is some dispute about exactly how we should view the
See also trinitarianism.
You can Google most of this stuff yourself, but for some of the fine points, ask udog or Andy
Two trips to Google, and one to Wiki in the five minutes it took me to write this.