What Jesus said about ... The Holy Spirit (The Holy Trinity).
"If you love me, you will keep my commandments. And I will ask the Father, and He will give you another Advocate, to be with you for ever. This is the Spirit of truth, whom the world cannot receive, because it neither sees Him nor knows Him. You know Him, because He abides with you, and He will be in you.
I will not leave you orphaned; I am coming to you. In a little while the world will no longer see me, but you will see me; because I live, you also will live. On that day you will know that I am in my Father, and you in me, and I in you. They who have my commandments and keep them are those who love me; and those who love me will be loved by my Father, and I will love them and reveal myself to them." John 14:15-21
Most probably the disciples of Jesus were confused when they heard this; as many of us are today.
Jesus here is speaking of the Holy Spirit. The third person in the Trinity.
Christians believe that God, the Creator, always existed. He spoke to the world through the prophets and the writers of the Old Testament, and He gave His people the Commandments by which to live.
When the time was right, Jesus sent His Son to the world. He was/is a human like us but at the same time He was/is God. Jesus did not start to exist when He was born on earth. He always existed as a Spirit with God in Heaven.
At the time of Jesus the people noticed that He spoke with authority and conviction, and all that He said made sense. They watched how He lived and the way He related to people. He showed compassion for the sick, the destitute and those forgotten by society. He cared for the hungry and the poor and showed kindness for everybody. When anyone was rude or insulting to Him, He did not answer back in anger. He lived His life on a high moral plain but showed sympathy and understanding for those who were stained and scarred by sin.
He taught them about His Father who was/is God and that He was the Son of God. One day, when He asked them who they thought He was, Peter was quick to answer, “You are the Christ, the Son of the living God.”
Jesus replied, “Blessed are you, for this was not revealed to you by flesh and blood, but by my Father in heaven." Matthew 16:13-20
What Jesus said here is very important "... this was not revealed to you by flesh and blood, but by my Father in heaven." This is affirmation, by God, through the Holy Spirit, that Jesus is His Son.
For three years the people saw Jesus perform many miracles. They saw Him die and then alive again after the Resurrection, and knew He had conquered death and the grave. Time and again they saw Him after the Resurrection, spoke with Him and ate with Him.
To the early disciples, the Holy Spirit was real indeed. They had experienced the power of the Holy Spirit. They received Him at Pentecost in tongues of fire and they were able to speak to the crowds that gathered in different languages. Peter explained to the crowd that the disciples had received God's Holy Spirit.
The disciples, and early Christians, now knew for certain that the one and only living God they believed in, whom Abraham, Moses, and the prophets had spoken of, had sent His only Son Jesus to earth. Because they had met Jesus. They also knew that Jesus had sent His Holy Spirit upon them, because they had experienced the Holy Spirit.