To the early church, the Holy Spirit and God were one and the same. It wasn't hard for them to think of the Father as God or the Son as God, but many view the Holy Spirit as some Jr. deity, some lower-ranking, impersonal force not equal to the Father and Son.
One of the reasons people fall into this theological trap is because the Holy Spirit, by nature, operates in the background. His goal is never to bring honor and attention to Himself. The Holy Spirit always comes to reveal Jesus--to glorify Jesus.