"Nevertheless I tell you the truth. It is to your advantage that I go away; for if I do not go away, the Helper will not come to you; but if I depart, I will send Him to you. And when He has come, He will convict the world of sin, and of righteousness, and of judgment: of sin, because they do not believe in Me." (John 16:7-8)
It is sometimes hard for us to grasp the fact that the Holy Spirit is a Him, not an it. After all, the Bible describes the Holy Spirit as a mighty rushing wind. We read of His coming upon the disciples in a divided flame of fire. We also read about His descending as a dove.
But let's remember that Jesus is called the Bread of Life, and the Father is described as a refuge, hiding us under the shadow of His wings. Does that mean that Jesus is a loaf of bread—or that the Father is a giant bird in heaven? Of course not. These are simply metaphors to help us understand God.
The Holy Spirit is a Him, and He has specific work that He wants to do. This includes convicting us of our sin—not necessarily sin in general, but to show us that we are sinners. The Holy Spirit takes the message of the death and resurrection of Jesus, shows us it is true, and shows us that we need to turn to God. Without the convicting power of the Spirit, you would never have come to Jesus. That is why, when I am praying for an unbeliever, I pray that God would convict him or her by His Holy Spirit.
The Holy Spirit doesn't convict us of our sin to drive us to despair, but to send us into the open arms of Jesus. When Peter preached on the Day of Pentecost, Acts 2:37 says that the people "were cut to the heart" (Acts 2:37). This phrase means "pierced in the heart" and describes something that is sudden and unexpected. The Holy Spirit will stab you, in effect, but it is not to destroy you. It is to show you your need for Jesus.
Taken from "The Holy Spirit's Work" by Harvest Ministries (used by permission).