We have a representative of the Godhead that was given to us as down payment for our promised inheritance. He is with us at all times. In the Old Testament days, God only gave His spirit to certain people. He would rest upon them for a while as they needed Him, and then He would depart. After Jesus died, rose again and ascended into heaven, He sent the Holy Spirit to dwell with us permanently until His return. When you accepted Jesus as your Savior, the Holy Spirit came to dwell within you. He is always there, but your own sin may keep you from hearing Him. This is why you should have a repentant heart. He is our light that guides us through the darkness. If that light becomes dim because of sin, we become closer to the darkness than to the light, and our actions will reflect the way of the world instead of Jesus; then the peace and joy that comes from Jesus will no longer be felt.
In him you also, when you heard the word of truth, the gospel of your salvation, and believed in him, were sealed with the promised Holy Spirit. Ephesians 1:13
And do not grieve the Holy Spirit of God, by whom you were sealed for the day of redemption. Ephesians 4:30