Start with Old Testament Prophecy:
Ezekiel 36: 26-27 - "A new heart also will I give you, and a new spirit will I put within you: and I will take away the stony heart out of your flesh, and I will give you an heart of flesh.And I will put my spirit within you, and cause you to walk in my statutes, and ye shall keep my judgments, and do them."
Joel 2:28 - "And it shall come to pass afterward, that I will pour out my spirit upon all flesh; and your sons and your daughters shall prophesy, your old men shall dream dreams, your young men shall see visions."
Then it happened for the first time:
Acts 2:1-4 - "And when the day of Pentecost was fully come, they were all with one accord in one place. And suddenly there came a sound from heaven as of a rushing mighty wind, and it filled all the house where they were sitting. And there appeared unto them cloven tongues like as of fire, and it sat upon each of them. And they were all filled with the Holy Ghost, and began to speak with other tongues, as the Spirit gave them utterance."
Jesus prophesied this also:
John 7:38-39 - "He that believeth on me, as the scripture hath said, out of his belly shall flow rivers of living water. (But this spake he of the Spirit, which they that believe on him should receive: for the Holy Ghost was not yet given; because that Jesus was not yet glorified.)"
You do not receive the Holy Ghost automatically when you believe.
It is a separate but dynamic experience that is part of the new birth!
Acts 19:1-6 - "And it came to pass, that, while Apollos was at Corinth, Paul having passed through the upper coasts came to Ephesus: and finding certain disciples, He said unto them, Have ye received the Holy Ghost since ye believed? And they said unto him, We have not so much as heard whether there be any Holy Ghost. And he said unto them, Unto what then were ye baptized? And they said, Unto John's baptism. Then said Paul, John verily baptized with the baptism of repentance, saying unto the people, that they should believe on him which should come after him, that is, on Christ Jesus. When they heard this, they were baptized in the name of the Lord Jesus. And when Paul had laid his hands upon them, the Holy Ghost came on them; and they spake with tongues, and prophesied."
Paul found believers, but they needed their experience with God upated! Even though they had been baptized unto John's baptism, it was not enough. They were rebaptized in the name of the Lord Jesus!
YES IT IS THAT IMPORTANT!
Is the Holy Ghost necessary for Salvation?
Ephesians 1:13 - "In whom ye also trusted, after that ye heard the word of truth, the gospel of your salvation: in whom also after that ye believed, ye were sealed with that holy Spirit of promise,"
THE ACTS 2 HOLY GHOST EXPERIENCE IS PART OF THE NEWBIRTH!
Some ask honestly, "But won't church attendance and being a good person save me?"
Acts 10:1-4 - "There was a certain man in Caesarea called Cornelius, a centurion of the band called the Italian band, A devout man, and one that feared God with all his house, which gave much alms to the people, and prayed to God always. He saw in a vision evidently about the ninth hour of the day an angel of God coming in to him, and saying unto him, Cornelius. And when he looked on him, he was afraid, and said, What is it, Lord? And he said unto him, Thy prayers and thine alms are come up for a memorial before God."
He was led to full salvation by the Apostle Peter!
The point is, being devout does not save you! You must seek truth! Update your spirituality! Seek and ye shall find!
The single common sign of Baptism of the Holy Ghost was "Speaking with Tongues"
Old Testament Prophecy:
Isaiah 28:11 - "For with stammering lips and another tongue will he speak to this people."
Tongues was the initial or immediate evidence of the Holy Spirit baptism. Acts 2:4, 10:45-46, 19:6 all mention tongues as the sign when receiving the Holy Ghost.
Acts 2:39 - "For the promise is unto you, and to your children, and to all that are afar off, even as many as the LORD our God shall call."