Well here's some Scripture about King Saul (read 1 Samuel 10:6-7 and 1 Samuel 10:9-11), who after being annointed by Samuel the prophet, was changed and filled with the Holy Spirit.
However, due to his disobedience to God , he not only lost all his blessing and annointing, but the Spirit of God left him and he was tormented by an evil spirit.
Studying the life of Saul, then is an example of what happens when God is with someone but as you can see, people are human and can still sin.
I think your question, how can we "feel" the Holy Spirit is like asking how can we "feel" God. It is such a personal thing that people can't put it into words clearly.
It's like asking people why they believe in God. Some people might have logical answers, but I would tell you everything has to be rooted in faith.
And the Bible tells us this about faith
Hebrews 11:1
Now faith is the substance of things hoped for, the evidence of things not seen.
Here's the scripture on Saul -
1 Samuel 10:6-7
The Spirit of the Lord will come powerfully upon you, and you will prophesy with them; and you will be changed into a different person.7 Once these signs are fulfilled, do whatever your hand finds to do, for God is with you.
1 Samuel 10:9-11
As Saul turned to leave Samuel, God changed Saul’s heart, and all these signs were fulfilled that day.10 When he and his servant arrived at Gibeah, a procession of prophets met him; the Spirit of God came powerfully upon him, and he joined in their prophesying.11 When all those who had formerly known him saw him prophesying with the prophets, they asked each other, “What is this that has happened to the son of Kish? Is Saul also among the prophets?”