Summary: The coming of the Holy Spirit was promised in the OT. Jesus promised the Holy Spirit would come. The events recorded in the first four verses of Acts chapter two is His arrival.
Acts 2:1 And when the day of Pentecost was fully come, they were all with one accord in one place. 2 And suddenly there came a sound from heaven as of a rushing mighty wind, and it filled all the house where they were sitting. 3 And there appeared unto them cloven tongues like as of fire, and it sat upon each of them.
4 And they were all filled with the Holy Ghost, and began to speak with other tongues, as the Spirit gave them utterance.
While Jesus was alive, His Apostles never truly believed Him. Oh, they heard His message, “Repent for the Kingdom of Heaven is at hand.” (Matthew 4:17) and believed it.
They believed every teaching and when the time came, they left everything to follow him. We have recorded the calling of James, John, Peter, Andrew and Levi.
They even believed that He was the Son of God and the long expected Messiah.
Mark 8:29 And he saith unto them, But whom say ye that I am? And Peter answereth and saith unto him, Thou art the Christ.
However, they never believed that He was going to leave them. They didn’t believe that Jesus was going to die at the hands of His own people. They didn’t believe that Jesus would be resurrected.
John 14:28 Ye have heard how I said unto you, I go away, and come again unto you. If ye loved me, ye would rejoice, because I said, I go unto the Father: for my Father is greater than I. 29 And now I have told you before it come to pass, that, when it is come to pass, ye might believe. 30 Hereafter I will not talk much with you: for the prince of this world cometh, and hath nothing in me. 31 But that the world may know that I love the Father; and as the Father gave me commandment, even so I do. Arise, let us go hence.
No, they were looking for the fulfillment of the Messianic prophecies that the Messiah would come as the conquering King and rid their land of oppression and slavery. That was who the Messiah was to them.
When Jesus spoke of His death, they didn’t believe or want to accept it. John 16:7-10
John 16:7 Nevertheless 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. 8 And when he is come, he will reprove the world of sin, and of righteousness, and of judgment: 9 Of sin, because they believe not on me; 10 Of righteousness, because I go to my Father, and ye see me no more;
In the midst of all that Jesus had to say, He promised them He was not leaving them alone. He would send the Comforter.
The Comforter Will Come
John 14:16 And I will pray the Father, and he shall give you another Comforter, that he may abide with you for ever;
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:
What The Comforter Will Do
John 14:25 These things have I spoken unto you, being yet present with you. 26 But the Comforter, which is the Holy Ghost, whom the Father will send in my name, he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you. 27 Peace I leave with you, my peace I give unto you: not as the world giveth, give I unto you. Let not your heart be troubled, neither let it be afraid.