An easy place to start in Scripture is this verse: (John 16:7-15)
Nevertheless I tell you the truth: it is to your advantage that I go away, for if I do not go away, the Counselor will not come to you; but if I go, I will send him to you. And when he comes, he will convince the world of sin and of righteousness and of judgment; of sin, because they do not believe in me; of righteousness, because I go to the Father, and you will see me no more; of judgment, because the ruler of this world is judged. I have yet many things to say to you, but you cannot bear them now. When the Spirit of truth comes, he will guide you into all the truth; for he will not speak on his own authority, but whatever he hears he will speak, and he will declare to you the things that are to come. He will glorify me, for he will take what is mine and declare it to you. All that the Father has is mine; therefore I said that he will take what is mine and declare it to you.
Another good exercise might be to go through the Catechism with them, especially 687-747. One good gem from there:
691 “Holy Spirit” is the proper name of the one whom we adore and glorify with the Father and the Son. The Church has received this name from the Lord and professes it in the Baptism of her new children.16
The term “Spirit” translates the Hebrew word ruah, which, in its primary sense, means breath, air, wind. Jesus indeed uses the sensory image of the wind to suggest to Nicodemus the transcendent newness of him who is personally God’s breath, the divine Spirit.17 On the other hand, “Spirit” and “Holy” are divine attributes common to the three divine persons. By joining the two terms, Scripture, liturgy, and theological language designate the inexpressible person of the Holy Spirit, without any possible equivocation with other uses of the terms “spirit” and “holy.”
Just a few more verses from Scripture Catholic(excellent resource btw for answering such questions) to peruse:
Luke 12:12 - the Holy Spirit will teach you in that hour what you ought to say. He (the Holy Spirit) teaches the faithful.
John 14:17 - the world neither sees Him or knows Him (“Him” is referring to the Holy Spirit). You know Him for He dwells with you.
John 14:26 - the Counselor, the Holy Spirit, He will teach you all things and bring to your remembrance all I have said to you.
John 15:26 - the Spirit, who proceeds from the Father, He will bear witness to me. He = the Holy Spirit. The Holy Spirit is a person, not a thing.
John 16:7 - if I do not go, the Counselor will not come to you. But if I go, I (Jesus) will send Him to you.
John 16:7 - this verse also proves the filioque (that the Holy Spirit proceeds from both the Father and the Son). The Father isn’t just loving the Son; the Son is loving the Father in return, in the same Spirit of love. Therefore, the Spirit proceeds from both the Father and the Son.
John 16: 8 - when He (the Holy Spirit) comes, He will convince the world concerning sin and righteousness and judgment.
John 16:13-14 - when the Spirit of truth comes He will guide you into all truth. He will speak, He will declare and He will glorify.
Acts 8:29; 10:19-20; 11:12;13:2; Rev. 22:17 - the Holy Spirit speaks to us like a human person.
Acts 15:25,28 - it seemed good to the Holy Spirit and to us. The Holy Spirit, as a divine person, thinks and makes judgments.
Rom. 8:26 - the Spirit Himself intercedes for us with sighs too deep for words. It is the Spirit Himself, not itself.
Rom. 8:16 - it is the Spirit Himself bearing witness with our spirit that we are children of God. The Spirit is a person.
Rom. 15:30 - I appeal to you by the Lord Jesus and the love of the Spirit. Only persons, rational beings, can love.
1 Cor. 12:11 - the Holy Spirit apportions His gifts to each one individually as He wills. He is the third person of the Godhead.
2 Cor. 13:14 - the Holy Spirit can have fellowship with the faithful like a human person.
Eph. 4:30 - the Holy Spirit can be grieved, just as human persons can be grieved.