The Holy Spirit is referred to as a “he” in “he shall teach you all things”:
John 14:26 King James Version (KJV)
26 But the Comforter, which is the Holy Ghost, whom the Father will send in my name, he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you.
Jesus said speaking about the “Comforter”, even “the Spirit of truth” that “he shall testify of me”:
John 15:26 King James Version (KJV)
26 But when the Comforter is come, whom I will send unto you from the Father, even the Spirit of truth, which proceedeth from the Father, he shall testify of me:
Again Jesus referred to the “Comforter” as a “he”, “him” and “himself”:
John 16:7-15 King James Version (KJV)
7 Nevertheless I tell you the truth; It is expedient for you that I go away: for if I go not away, the Comforter will not come unto you; but if I depart, I will send him unto you.
8 And when he is come, he will reprove the world of sin, and of righteousness, and of judgment:
9 Of sin, because they believe not on me;
10 Of righteousness, because I go to my Father, and ye see me no more;
11 Of judgment, because the prince of this world is judged.
12 I have yet many things to say unto you, but ye cannot bear them now.
13 Howbeit when he, the Spirit of truth, is come, he will guide you into all truth: for he shall not speak of himself; but whatsoever he shall hear, that shall he speak: and he will shew you things to come.
14 He shall glorify me: for he shall receive of mine, and shall shew it unto you.
15 All things that the Father hath are mine: therefore said I, that he shall take of mine, and shall shew it unto you.
Below is yet another verse in John that cites Jesus calling the “Comforter” a “he”:
John 14:16-17 King James Version (KJV)
16 And I will pray the Father, and he shall give you another Comforter, that he may abide with you for ever;
17 Even the Spirit of truth; whom the world cannot receive, because it seeth him not, neither knoweth him: but ye know him; for he dwelleth with you, and shall be in you.
Jesus commanded us to be baptized in three names, which are the “Father”, the “Son” and the “Holy Ghost”:
Matthew 28:19 King James Version (KJV)
19 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: