Before Jesus returned to heaven, He promised to send the Holy Spirit.  He said, "I tell you the truth; it is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send Him unto you.  And when He is come, He will reprove the world of sin, and of righteousness, and of judgment" (John 16:7, 8).  The greatest evidence that we have the Holy  Spirit is our new life in Christ and its ongoing spirit of repentance and forgiveness.