(Taken from LDS.org)
The Holy Ghost is the third member of the Godhead. He is a personage of spirit, without a body of flesh and bones. He is often referred to as the Spirit, the Holy Spirit, the Spirit of God, the Spirit of the Lord, or the Comforter.
The Holy Ghost works in perfect unity with Heavenly Father and Jesus Christ, fulfilling several roles to help us live righteously and receive the blessings of the gospel.
Please visit LDS.org and/or Mormon.org to find out more information.