I have heard some teach that there is no separate Holy Spirit, but that He is identical with the Father. However, Jesus says this:
12 “I still have many things to say to you, but you cannot bear them now.13 When the Spirit of truth comes, he will guide you into all the truth, for he will not speak on his own authority, but whatever he hears he will speak, and he will declare to you the things that are to come. 14 He will glorify me, for he will take what is mine and declare it to you. (John 16:12-14 ESV my emphasis)
If the Holy Spirit does not speak on his own authority, then there is someone directing him what to say, and he is separate from the one who is directing him.
Jesus also did not speak or act on his own authority (John 5:19), so the director is the Father.
If the Holy Spirit takes what belongs to Jesus, then he is separate from Jesus.
Therefore, since the Holy Spirit is separate both from Jesus and the Father, He is an individual.