The mystery of the Holy Spirit is indeed challenging.

It took all the brainpower of all the early church leadership to come to an agreement about how to deal with it. Here's the Nicene Creed which was the best all that brainpower could do to figure it out.

I believe in one God, the Father Almighty, Maker of heaven and earth, and of all things visible and invisible.
And in one Lord Jesus Christ, the only-begotten Son of God, begotten of the Father before all worlds; God of God, Light of Light, very God of very God; begotten, not made, being of one substance with the Father, by whom all things were made.
Who, for us men for our salvation, came down from heaven, and was incarnate by the Holy Spirit of the virgin Mary, and was made man; and was crucified also for us under Pontius Pilate; He suffered and was buried; and the third day He rose again, according to the Scriptures; and ascended into heaven, and sits on the right hand of the Father; and He shall come again, with glory, to judge the quick and the dead; whose kingdom shall have no end.
And I believe in the Holy Ghost, the Lord and Giver of Life; who proceeds from the Father [and the Son]; who with the Father and the Son together is worshipped and glorified; who spoke by the prophets.
And I believe one holy catholic and apostolic Church. I acknowledge one baptism for the remission of sins; and I look for the resurrection of the dead, and the life of the world to come. Amen.