One of my teachers at Luther Seminary said something like this about the Trinity: It is a teaching we cannot explain, but it is a teaching we cannot deny. And so we confess, "I believe in God the Father; I believe in God the Son; I believe in God the Spirit--one in three and three in one."
Another professor said it is not the task of the church to lift up or even understand the Holy Spirit; rather it is the Spirit's task to reveal Jesus. And if Jesus is being followed, then the Spirit is doing that work. Jesus seems to agree, for he says, "[The Spirit] will glorify me ... will take what is mine and declare it."
The mystery remains. Our calling and work is not to solve the mystery. Jesus does not invite us to explain God. Jesus calls us to follow him, to be his love in this world--and then not to worry too much about the rest.
John 16:12-15 (NRSV)
12 [Jesus said,] "I still have many things to say to you, but you cannot bear them now.
13 When the Spirit of truth comes, he will guide you into all the truth; for he will not speak on his own, but will speak whatever he hears, and he will declare to you the things that are to come.
14 He will glorify me, because he will take what is mine and declare it to you.
15 All that the Father has is mine. For this reason I said that he will take what is mine and declare it to you."