To give a little context which might help answer this question, the person who originally asked the question also said:
I want to built a relationship with God but…I do not feel the holy spirit. … How can I feel the Holy Spirit…?
There is some good news for the person who asked this question. Don’t be sad that you haven’t felt the holy spirit; God hasn’t said that we need to ‘feel the holy spirit’ in order to have a relationship with him!
Rather, what God has said we need to do to build a relationship with him is to have faith in him and his son, Jesus:
…without faith it is impossible to please him, for whoever would draw near to God must believe that he exists and that he rewards those who seek him. [Heb. 11:6]
We can trust what God has done in the past through his son, trust that he is with us everyday now, and trust that he will send his son to back to the earth to set up his kingdom.
Also, when you have a relationship with someone, you need to listen to them. We listen to God by listening to what he says through the scriptures, the Bible. In Hebrews 3 the writer says that the holy spirit speaks through through the words of the scriptures; e.g.:
…the Holy Spirit says [quoting from Ps. 95:8], “Today, if you hear his voice, do not harden your hearts as in the rebellion, on the day of testing in the wilderness [Heb. 3:7-8]
God’s holy spirit speaks through the words in the scriptures (as Heb. 4:12 goes on to say, ‘the word of God is living and active’). (On this point, from a negative point of view, see Prov. 28:9.)
In a relationship listening is important. But to have a real relationship with God and Jesus we shouldn’t just listen to their words; we should do what they say — i.e., obey them. In a fantastic verse about having a relationship with God and Jesus, Jesus says this:
You are my friends if you do what I command you. [John 15:14]
To be Jesus’ friend (what a fantastic relationship that is — Jesus’ friend!) we need to obey him. Also see James 1:22.
And, finally, when we have a relationship with someone we also talk to them. To have a relationship with God we also need to talk to him:
When he calls to me, I will answer him; I will be with him in trouble… [Ps. 91:15]
So, in summary: we don’t need to “feel the holy spirit” in order to have a relationship with God. Rather, to have a relationship with God we need to have faith in him and his son, listen to them, obey them, and talk to God in prayer.
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