The Holy Spirit is God’s special power, sometimes bestowed upon men to work God’s will. It is sometimes called Holy Ghost, although in the original the words are the same as those translated as Holy Spirit.
And the angel answered and said unto her, The Holy Ghost shall come upon thee, and the power of the Highest shall overshadow thee: therefore also that holy thing which shall be born of thee shall be called the Son of God.
Now when all the people were baptized, it came to pass, that Jesus also being baptized, and praying, the heaven was opened, And the Holy Ghost descended in a bodily shape like a dove upon him, and a voice came from heaven, which said, Thou art my beloved Son; in thee I am well pleased.
And Jesus being full of the Holy Ghost returned from Jordan, and was led by the Spirit into the wilderness,
For an expanded treatment of this fundamental idea go to Holy Spirit - God's power