Romans 8:5-8 explains why the Lord Jesus sent His Holy Spirit as He promised. This is it in a nutshell: The Holy Spirit is the way that Jesus lives His life in us and through us for His Glory. That’s why Jesus sent His Spirit.
This passage of Scripture also answers the question, “What does it mean to walk in the Spirit?” To walk in the Spirit is to live moment by moment in dependency upon Him, sensitive to His voice, and in obedience to Him.
To live any other way is to live in rebellion against God and to cut one’s self off from the blessings of God.