Shades of blue and wavy lines help to support the title of this background image: The Baptism of the Holy Spirit. Jesus was the first to receive the Baptism of the Holy Spirit when John baptized him in the river Jordan and a dove descended. This is also known as the Baptism of the Lord. The baptism of the Holy Spirit also occurred on the Day of Pentecost, and my Christians believe that the same gift is available day.