These are a few of the Scriptures that teach the actual presence of the Holy Spirit in the life of the follower of Jesus Christ:
"Peter replied, 'Repent and be baptized, every one of you, in the name of Jesus Christ for the forgiveness of your sins. And you will receive the gift of the Holy Spirit" (Acts 2:38, NIV).
"You, however, are controlled not by the sinful nature but by the Spirit, if the Spirit of God lives in you. And if anyone does not have the Spirit of Christ, he does not belong to Christ" (Romans 8:9, NIV).
"For if you live according to the sinful nature, you will die; but if by the Spirit you put to death the misdeeds of the body, you will live because those who are led by the Spirit of God are sons of God. For you did not receive a spirit that makes you a slave again to fear, but you received the Spirit of sonship. And by him we cry, 'Abba, Father.' The Spirit himself testifies with our spirit that we are God's children" (Romans 8:13-16, NIV).
"Do you not know that your body is a temple of the Holy Spirit, who is in you, whom you have received from God? You are not your own" (1 Corinthians 6:19, NIV).
"But the fruit of the Spirit is love, joy, peace, patience, kindness, goodness, faithfulness, gentleness and self-control. Against such things there is no law" (Galatians 5:22-23, NIV).
This was not an exhaustive list, but it is enough to be encouraging to any Christian who feels alone at times. We are never alone. The Holy Spirit is with us.