Jesus was talking about the comforter in John chapter 16.
John 16:13
NKJV - 13 However, when He, the Spirit of truth, has come, He will guide you into all truth; for He will not speak on His own authority, but whatever He hears He will speak; and He will tell you things to come.
For follow-up discussion and general commentary on the topic. Comments are sorted chronologically.
Jesus was testifying to the oneness of the Trinity. The Holy Spirit is our Teacher and our Guide. He teaches us the truth of the gospel of the Christ. Jesus is simply saying that the Holy Spirit is in complete concert with Him.