He therefore that despiseth, despiseth not man, but God, who hath also given unto us his holy Spirit. 1 Thessalonians 4:8
Walking in the Holy Spirit means that we have fully enveloped ourselves in the fruit of the spirit and are no longer walking according to the works of the flesh.
But the fruit of the Spirit is love, joy, peace, longsuffering, gentleness, goodness, faith, Meekness, temperance: against such there is no law. Galatians 5:22-23
Wherever we go, the fruit should be evident in us. It is the fruit of the spirit that causes our light to shine in a dark world. We can do all things with the Holy Spirit working within us.
I can do all things through Christ which strengtheneth me. Philippians 4:13
The Holy Spirit is so crucial to our Christian walk that Jesus told the disciples that before they were to begin the commission He gave them, they were to wait until they were filled with power from on high. That power is the spirit of God, the Holy Spirit.
The Holy Spirit serves an important purpose in the lives of believers. The Holy Spirit:
It is the Holy Spirit that convicts of sin to draw men and women to Jesus. We could not become a believer without this ministry of the Spirit:
And when He is come, He will reprove the world of sin, and of righteousness, and of judgment: Of sin, because they believe not on me; Of righteousness, because I go to My Father and ye see me no more; Of judgment, because the prince of this world is judged. (John 16:8-11)
The Holy Spirit changes our life when we become a believer:
The Holy Spirit takes this life which has been changed by salvation and enables righteous living:
But we are bound to give thanks alway to God for you, brethren, beloved of the Lord, because God hath from the beginning chosen you to salvation through sanctification of the Spirit and belief of the truth: (2 Thessalonians 2:13)
Experience of baptism in the Holy Spirit:
And they were all filled with the Holy Ghost and began to speak in other tongues, as the Spirit gave them utterance. (Acts 2:4)
The purpose of this indwelling is to strengthen the new nature received through salvation:
What! Know ye not that your body is the temple of the Holy Ghost which is in you, which ye have of God, and ye are not your own? (1 Corinthians 6:19)