The Mystery of the Holy Spirit, by R.C. Sproul, takes an up close look at the third and sometimes forgotten member of the Trinity: the Holy Spirit. There is a lot of confusion about Him, and misconceptions abound. In this book, R.C. Sproul writes excellent theological teaching that is fully backed by Scripture. It's an excellent place to begin learning more about the Holy Spirit.
The Mystery of the Holy Spirit is the third R.C. Sproul book I’ve read so far, and I must say my expectations were very high after reading The Glory of Christ and Chosen by God. However, my enthusiasm was dampened a little bit when I found this book to be a harder read than the other two. Don’t get me wrong, the message was still good, and personally I had little trouble following it, but it’s just a tad above the average reader’s head. 
R.C. Sproul, a Reformed theologian, has really written an amazing book in Chosen by God. I picked up the book supposing it had something to do with predestination (The idea that God chooses who will be saved) but in reality it covers so much more than that.