Pneumatology is the study of the Holy Spirit. It might also be defined, if we take on the mood of the writer of Ecclesiastes, as a chasing of the wind. However, there is much written about the Holy Spirit in Scripture to help us understand the nature and role of this third person of the Trinity. Despite all the information, we still do not seem to be given a concrete image for our minds except that of, occasionally, a dove.
The word Holy signifies that the Holy Spirit is divine. The words used in the original languages for Spirit have various meanings and always refer to something invisible. Some of these meanings are wind, life, energy or power. All of these meanings designate something outside human control or capture. In other words, the Holy Spirit goes where he will and does what he chooses as far as our wills are concerned, just as the other persons of the Trinity do. At the same time, just as the Son serves the purposes of the Father so the Holy Spirit moves to shape creation, history and people to the will of the Father and Son.