In the early chapters of the book Matthew, John the Baptist proclaimed,

Matthew 3:11 I indeed baptize you with water unto repentance: but he that cometh after me is mightier than I, whose shoes I am not worthy to bear: he shall baptize you with the Holy Ghost, and with fire:
12 Whose fan is in his hand, and he will thoroughly purge his floor, and gather his wheat into the garner; but he will burn up the chaff with unquenchable fire.

John the Baptist started his minstry baptizing and telling the Jews that one was coming who would baptize them with the Holy Spirit. That was fulfilled to all the Jews who would believe in Him after His death and resurrection and extends to the time of His second coming. Just before He returned to the Father, He told his disciples,

Luke 24:49 And, behold, I send the promise of my Father upon you: but tarry ye in the city of Jerusalem, until ye be endued with power from on high.

Acts 1:4 And, being assembled together with them, commanded them that they should not depart from Jerusalem, but wait for the promise of the Father, which, saith he, ye have heard of me.
5 For John truly baptized with water; but ye shall be baptized with the Holy Ghost not many days hence.

The promise of the Father, of course, was the Holy Spirit, and He would enter all who believed in Christ and His finished work. He would be the one who would seal the believer, uniting him to God in Christ and guaranteeing the believer's promised inheritance when Christ returns. At Pentecost, through the preaching by Peter of repentence from sin and faith in Christ, it was realized that this promise was for all men:

Acts 2:38 Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost.
39 For the promise is unto you, and to your children, and to all that are afar off, even as many as the Lord our God shall call.

Why did the Holy Spirit come? Because sin had been atoned for and death overcome by Jesus Christ and He could now indwell all who believed in the Lord. This was the promise made by Jesus before His death, resurrection and ascension to the Father:

John 15:26 But when the Comforter is come, whom I will send unto you from the Father, even the Spirit of truth, which proceedeth from the Father, he shall testify of me.

Romans 5:5 And hope maketh not ashamed; because the love of God is shed abroad in our hearts by the Holy Ghost which is given unto us.
6 For when we were yet without strength, in due time Christ died for the ungodly.

Thus, a believer is one who has placed his faith in Christ and His finished work, repented of his sin and has been sealed with the Holy Spirit of God. Only the Holy Spirit had been promised by the Lord and He sends no other spirits from heaven to teach, guide and indwell His people. Jesus plainly said of the Spirit He would send,

John 14:17 Even the Spirit of truth; whom the world cannot receive, because it seeth him not, neither knoweth him: but ye know him; for he dwelleth with you, and shall be in you.
18 I will not leave you comfortless: I will come to you.