Summary: The Spirit of Grace & Supplication wants us to move from the darkness of the world we live in, and into the realm of Glory where he lives. Or put another way he wants us to return to the Glory we had in Adam before the fall.
He, The Holy Spirit is the Spirit of Grace and supplication. He brings conviction then shows favour to the convicted ones heart so they can respond, He is also the Spirit of supplication, causing words to rise up in the sinners heart in order to become right with a Holy God!
10 i"And I will pour on the house of David and on the inhabitants of Jerusalem the Spirit of grace and supplication; then they will jlook on Me whom they pierced. Yes, they will mourn for Him kas one mourns for his only son, and grieve for Him as one grieves for a firstborn. 
What wonderful grace, what a wonderful God we serve!
23 For all have sinned; all fall short of the Glory of God. 24 Yet now God in his gracious kindness declares us not guilty. He has done this through Christ Jesus, who has freed us by taking away our sins. 25 For God sent Jesus to take the punishment for our sins and to satisfy God’s anger against us. We are made right with God when we believe that Jesus shed his blood, sacrificing his life for us. God was being entirely fair and just when he did not punish those who sinned in former times. 26 And he is entirely fair and just in this present time when he declares sinners to be right in his sight because they believe in Jesus.
The Spirit of Grace & Supplication wants us to move from the darkness of the world we live in, and into the realm of Glory where he lives. Or put another way he wants us to return to the Glory we had in Adam before the fall.
God removed man from the garden where the manifest presence of God was dwelling and because of Adams sin placed him outside the manifest Glory, and barred the way with flaming swords!
In order to direct man outside of this environment, God provided anointing or unction’s of the Holy Spirit. For example without anointing the priest would not be able to stand in the Holy place. The anointing provided a covering of grace that enabled the priest to stand and not die in the holy place
When we come to Jesus we move, (through the blood) back into the Garden (Glory) we do this by faith and in response to the Spirit of Grace and supplication. The reason many never enter this place of Glory is that they continually try to earn their passage back into the Garden by doing works or acts of piety. The truth is, we will never earn our right of passage back into the Glory. As it says in Romans "For God sent Jesus to take the punishment for our sins and to satisfy God’s anger against us. We are made right with God when we believe that Jesus shed his blood, sacrificing his life for us"
There is nothing there about us paying a price, its all about Him paying the price.
The Lord wants us to move beyond hope and into substance. We all hope for the manifest presence of God, but today he tells us to walk in its substance.
I love the way in meetings that the Holy Spirit moves on those, who the religious would deem as unworthy or not quite right. A few years ago I can remember the Lord moved powerfully in a meeting in a very religious Church, he seemed to hone in on the ones who the church had regarded as fringe members, every one who the Church despised received a great measure of grace and supplication. I think the Holy Spirit was making a point.