Question: What danger is there if someone does not believe in the Holy Spirit?
That person also does not believe in the Father and the Son; in short, he does not believe in God. For the Father and the Son reveal themselves to us and work in us by the Holy Spirit, who proceeds from the Father and the Son, and is one eternal God with them. Romans 8:9 says “Whoever does not have the Spirit of Christ is not his.” But whoever does not know the Holy Spirit also does not have Him, as Christ says in John 14:17 “The world cannot receive the Comforter, because it neither sees him nor knows him.” Therefore, whoever does not know the Holy Spirit cannot belong to Christ either. “But you know Him,” says Christ, “for He dwells with you and will be in you.” John 14:17
Caspar Olevianus, A Firm Foundation, p. 20