The question of the Holy Spirit is an interesting one. In Hebrew, the term “ruah,” which means wind or spirit, is feminine. The spirit or breath of God stirred the waters at creation. In the wisdom books of the Old Testament (Proverbs, Sirach, Wisdom of Solomon), they speak of Lady Wisdom as being with God at creation. In the Greek Old Testament (the Septuagint), the term for wisdom is “sophia,” which is feminine. In the New Testament, the term “pneuma,” which means spirit or wind or even breath, is neuter. Because of the Old Testament linkage between God’s Spirit and Lady Wisdom, some scholars speak of the Holy Spirit as she.
Of course, God has no gender. Only in taking flesh in the Incarnation does the Son of God introduce gender into God. However, since a spirit is immaterial there is no gender. However, we speak of God as Father, Son and Holy Spirit in order to try and understand the Mystery of God, as this is what Jesus has revealed to us to help our feeble minds.
You can also think of the Holy Spirit as having a maternal role at Pentecost as she gave birth to the Church. However, this can be confusing as we think of Christ as the bridegroom and the church as the Bride. Thus, in so much of our speaking about God, we have to do so by analogy.