Here we must note in what a friendly and comforting manner Christ speaks to all poor, saddened hearts and fearful, timid consciences. He shows us how we may truly recognize the Holy Spirit. We must learn to know and believe in the Holy Spirit as Christ describes Him. His is not a Spirit of anger and terror but a Spirit of grace and consolation. We are to know the entire Deity reflects sheer comfort. The Father wants to comfort, for it is He who grants the Holy Spirit. The Son likewise, for He prays for this. And the Holy Spirit Himself is to be the Comforter (Advocate). Here therefore there is no wrath, threat or terror for Christians; there is only a friendly smile and sweet comfort in heaven and on earth.
But we forget. The devil is too powerful among us, the world is too strong, and we see so many obstacles and temptations before us that we forget and cannot comprehend the comfort God sends into our hearts. We feel only that which would hurt us. It is so stromng that it fills one's whole being and erases these words from one's mind.
Therefore Christians should rise above all fear and sadness and hear Christ: "I know this very well and for this very reason I am telling you about it in advance. You should not be guided by such feelings or believe your own thoughts; you should believe My Word. For I will ask the Father and He will surely give you the Holy Spirit to comfort you. Then you can rest assured that I love you, the Father loves you, and the Holy Spirit, who is sent to you, loves you."
Luther's Works 24:103,110-111,114
The Holy Spirit is another Helper not a different Helper. The word another indicates one like myself who will take my place, do my work. The Holy Spirit is a person just like the Father and the Son. He is God the Spirit, the third member of the Trinity. The Spirit is another Paraclete. This term indicates that He is a person who is called to the side in order to help. One Helper is leaving, but he leaves with the purpose of sending another. The first helper, though physically absent, will remain a Helper. He will be their Helper in heaven. The Spirit will be their Helper on earth. The first pleads their case with God. the second pleads God's case with them. Our Helper the Holy Spirit will be with us forever. God is for us, He loves us, He sent His Son to save us and sealed our salvation by sending the Holy Spirit to be with us forever.