And I will ask the Father, and he will give you another Helper, to be with you forever,  even the Spirit of truth, whom the world cannot receive, because it neither sees him nor knows him. You know him, for he dwells with you and will be in you.
 “I will not leave you as orphans; I will come to you.  Yet a little while and the world will see me no more, but you will see me. Because I live, you also will live.  In that day you will know that I am in my Father, and you in me, and I in you.  Whoever has my commandments and keeps them, he it is who loves me. And he who loves me will be loved by my Father, and I will love him and manifest myself to him.”
(John 14:16-21 ESV)
Jesus has been talking about his impending departure, Judas' betrayal, Peter's denial. The disciples are understandably concerned - it looks like the wheels are falling off this mission. Jesus comforts them by promising the Holy Spirit.
Part 1 - help
The Holy Spirit not only dwells with you but He is IN you. He's not just near you in a tent or temple where only certain people can go, not just in a church building where a priest brings you into his presence. He is in you. He goes where you go. But there's even more than that, the whole trinity involved - we are told about Jesus in the Father, us in Jesus (and therefore the Father), Jesus in us, the Holy Spirit in us - this is the life of the Christian - it’s not activities added to your life, it’s not a god slot in your schedule or mind, it’s being joined to Jesus, your life is his life and his life is your life. As a christian, you are in the perfectly loving family of the trinity. Everything might be crashing down around you but you are part of the family, and that changes everything.