In the Upper Room, on the night Jesus was betrayed, the disciples were upset and discouraged by what He had been telling them about His impending betrayal and crucifixion. So Jesus shared some words of encouragement with them. He told them about the Holy Spirit for the first time:
If you love Me, keep My commandments. And I will pray the Father, and He will give you another Helper, that He may abide with you forever—the Spirit of truth, whom the world cannot receive, because it neither sees Him nor knows Him; but you know Him, for He dwells with you and will be in you. I will not leave you orphans; I will come to you. (John 14:15–18)
I am certain that those words of Jesus brought comfort to their hearts. He was saying to His disciples, "I am not going to leave you comfortless. I am not going to leave you without help. I will ask the Father, and He will send someone alongside to help you."
During the days that Jesus walked the earth, He was always there for His people. They could reach out and touch Him. If they had a question, they could ask Him. He always had time for His own. They could get close to Him.
Then He told His disciples (and essentially all followers of Jesus to this day) that He would guide them and lead them in an entirely new way: through the Holy Spirit. So as Christians, we know that the Holy Spirit is actively involved in our lives. He is the Helper Jesus has given us.