1. God is Spirit, John 4:24, not flesh bone or blood and in the OT either spoke directly to the prophets or by angels and also various objects like a burning bush or an ass for example. Between the OT and NT God was silent towards Israel as when they returned to Israel from the Babylonian captivity they came back as merchants and not shepards as they were disobedient to God going after other gods, Book of Malachi.
2. Jesus being the very Spirit of God before the foundation of the world as He and the Father are one was prophesied by the Prophets in the OT and spoken of by John the baptist in the NT as John being the forerunner of Christ calling all to repent. As foretold Christ did come as the word of God made flesh (skin, bone, blood) to be that light that shines in darkness. He came as redeemer Savior through Gods grace as Christ is our faith that all can repent of their sins and have eternal life with the Father to all who will believe in Him as Lord and Savior. John 1:1-4; 1 Peter 1:13-21
3. After the sacrifice of Christ God raised Him from the grave and as He had to ascend back up to heaven the promise was that He would never leave us or forsake us as when He ascended He sent down the Holy Spirit (Spirit of God) to indwell all who will believe in Christ and His finished works on the cross. In the OT Gods Spirit fell on them for a time and purpose under heaven. Now we are indwelled with that power and authority through Gods grace that the Holy Spirit now works in us and through us teaching all things God wants us to learn. All three are Spiritual and Spiritual awakings in us to know the will of God and walk in His statures. John 16:7-15
Ephesians 4: 5 One Lord, one faith, one baptism, 6 One God and Father of all, who is above all, and through all, and in you all.
1 John 5:6 This is he that came by water and blood, even Jesus Christ; not by water only, but by water and blood. And it is the Spirit that beareth witness, because the Spirit is truth. 7 For there are three that bear record in heaven, the Father, the Word, and the Holy Ghost: and these three are one. 8 And there are three that bear witness in earth, the Spirit, and the water, and the blood: and these three agree in one.
God the Father, God the Son, God the Holy Spirit as all three coequal Gods Spirit.