Sometimes people ask us why baptized into The Church of Jesus Christ of Latter-day Saints is different from other churches. We believe in being baptized by immersion, just the way Jesus Christ was baptized, by proper priesthood authority. Something else we believe is that baptism by immersion is only half of the equation -- we must also receive the Gift of the Holy Ghost. One without the other is sort of useless. After we are baptized, we receive the Holy Ghost during a normal Sunday meeting. Someone who holds God's priesthood authority will lay their hands on our head and confirm us a member of The Church of Jesus Christ of Latter-day Saints and give us the Gift of the Holy Ghost.
What is the Gift of the Holy Ghost and why is it so important? The Holy Ghost is one member of the Godhead (which also includes Heavenly Father and Jesus Christ; these three are separate beings but are one in purpose). Basically, all people can receive guidance from God our Heavenly Father through the Holy Ghost to help them in their lives and help them come closer to Him. Many people throughout all of history have prayed and received answers to their prayers this way.
But after we receive the Gift of the Holy Ghost, we can have not only fleeting or occasional guidance from God but the right to the constant companionship of the Holy Ghost. If we try and follow Jesus Christ and pray and follow His commandments, we are not only allowed but entitled to have the Holy Ghost's influence in our lives.
Let me give an example. One time in school, I was doing an assignment for a math class. Part of the assignment was to write short computer programs that would show we understood the math, and even though I mostly understood the math, I would often make small errors on the computer and lose points for it. One week we had an assignment due a day earlier than I thought it was, so I was scrambling to get it done in time.
In the grand scheme of things, it probably wouldn't have made much difference to Heavenly Father whether I got an A on the assignment or not. But I really wanted to reach the right answers and make up for some bad grades earlier. I prayed multiple times at the computer and asked for the guidance of the Holy Ghost to help me understand the problem and how to put it into the computer. Gradually, I was able to see what the professor wanted us to do and write the computer code the right way. At one point, I felt like I should look at a certain line of code and found an error I had made. Things worked as I had prayed. I ended up finishing that assignment much more quickly than previous assignments and I got a great grade on it.
Which tells me that Heavenly Father loves me. Although that assignment probably won't make the slightest difference in the big picture, He wants me to know that He loves me, and He can do that by sending guidance and revelation through the Holy Ghost.
As I've come to feel and understand the Holy Ghost, my view of life has changed and I'm able to see beauty in so many parts of my life, even those times that seem unbearable. I appreciate the sanctity of live and I'm more grateful for my experiences. This gift is not something Latter-day Saints try to lord over people. We want all people to be able to have this in their lives. Jesus Christ's gospel and His Church give us so much happiness and we just want to share that with others.