This general Wikipedia entry provides various links on this concept, entity and "person." As noted, though there are many references to the "spirit" (think wind/breath) of God in the Hebrew Scriptures, a "holy spirit" is rarely cited as such. Since Jesus was believed to be the entry point of God's presence for us all, it is unsurprisingly popular in the Christian Scriptures. The concept of a "holy spirit" as a sort of conscience was even cited by Seneca.