To believe in the Holy Spirit
One cannot believe in Jesus Christ without sharing in his Spirit. It is the Holy Spirit who reveals to men who Jesus is. For "no one can say "Jesus is Lord", except by the Holy Spirit", who "searches everything, even the depths of God. . No one comprehends the thoughts of God, except the Spirit of God." Only God knows God completely: we believe in the Holy Spirit because he is God.
The Church never ceases to proclaim her faith in one only God: Father, Son and Holy Spirit.
Source: Catechism of the Catholic Church (Vatican.va)