The Bible teaches us in Acts Chapter 1, Verse 1, after Jesus was crucified, he was resurrected and he appeared over a period of forty days to his apostles and during that period, he spoke about the Kingdom of God. It was during this time that Jesus told his apostles not to leave Jerusalem but to wait to be baptized with the Holy Spirit.
We know from the book of John, in Chapter 14, Jesus promised that another counselor would be sent after he was gone. Jesus called this counselor the Spirit of Truth, the One that the world would not see with the physical eye but who would live with you and would be in you. Jesus called this counselor within us the Holy Spirit.
Later, in the book of Acts, when Jesus came back — after the crucifixion, when he was resurrected, Jesus was even more explicit, he said “you will receive power when the Holy Spirit comes upon you.”