Acts 2 tells of the event:
The Coming of the Holy Spirit
When the day of Pentecost had come, they were all together in one place. And suddenly from heaven there came a sound like the rush of a violent wind, and it filled the entire house where they were sitting. Divided tongues, as of fire, appeared among them, and a tongue rested on each of them. All of them were filled with the Holy Spirit and began to speak in other languages, as the Spirit gave them ability.
Now there were devout Jews from every nation under heaven living in Jerusalem. And at this sound the crowd gathered and was bewildered, because each one heard them speaking in the native language of each. Amazed and astonished, they asked, ‘Are not all these who are speaking Galileans? And how is it that we hear, each of us, in our own native language? Parthians, Medes, Elamites, and residents of Mesopotamia, Judea and Cappadocia, Pontus and Asia, Phrygia and Pamphylia, Egypt and the parts of Libya belonging to Cyrene, and visitors from Rome, both Jews and proselytes, Cretans and Arabs—in our own languages we hear them speaking about God’s deeds of power.’ All were amazed and perplexed, saying to one another, ‘What does this mean?’ But others sneered and said, ‘They are filled with new wine.’
Peter Addresses the Crowd
But Peter, standing with the eleven, raised his voice and addressed them: ‘Men of Judea and all who live in Jerusalem, let this be known to you, and listen to what I say. Indeed, these are not drunk, as you suppose, for it is only nine o’clock in the morning. No, this is what was spoken through the prophet Joel:
“In the last days it will be, God declares,
that I will pour out my Spirit upon all flesh,
and your sons and your daughters shall prophesy,
and your young men shall see visions,
and your old men shall dream dreams.
Even upon my slaves, both men and women,
in those days I will pour out my Spirit;
and they shall prophesy.
And I will show portents in the heaven above
and signs on the earth below,
blood, and fire, and smoky mist.
The sun shall be turned to darkness
and the moon to blood,
before the coming of the Lord’s great and glorious day.
Then everyone who calls on the name of the Lord shall be saved.”
I find this very powerful.
God is not far removed. He is not distant. He is right here amongst us!
We just need to turn to him and he will speak to us and through us.
I found this short video, in which different people talk about how they experience Pentecost and God's Spirit.