Through his grace, the Holy Spirit is the first to awaken faith in us and to communicate to us the new life, which is to "know the Father and the one whom he has sent, Jesus Christ." But the Spirit is the last of the persons of the Holy Trinity to be revealed. St. Gregory of Nazianzus, the Theologian, explains this progression in terms of the pedagogy of divine "condescension":
The Old Testament proclaimed the Father clearly, but the Son more obscurely. The New Testament revealed the Son and gave us a glimpse of the divinity of the Spirit. Now the Spirit dwells among us and grants us a clearer vision of himself. It was not prudent, when the divinity of the Father had not yet been confessed, to proclaim the Son openly and, when the divinity of the Son was not yet admitted, to add the Holy Spirit as an extra burden, to speak somewhat daringly.... By advancing and progressing "from glory to glory," the light of the Trinity will shine in ever more brilliant rays.
Source: Catechism of the Catholic Church (Vatican.va)