In this passage, Jesus was speaking to his disciples after the Last Supper, just prior to his arrest and crucifixion. He repeatedly told the disciples that he would soon be leaving them--he would die, rise again, and then ascend into heaven. Their bewilderment at this shows through in their questions, and they were thinking that their Lord was going to abandon them.
However, Jesus was not abandoning them; he would pour out the Holy Spirit on them. The word that Jesus used to refer to the Holy Spirit (which is translated as "Counselor", "Advocate", or "Comforter" in most English-language versions of the Bible) is the Greek word paraclete. Paraclete can be more accurately translated as "the one who cries out alongside you". The Holy Spirit is the one who cries out alongside us when we are suffering, the one who prays for us when we can't find the words to say, the one who gives us strength and hope in our hours of darkness.
Today, many of us are also feeling bewildered, as if the Lord had abanonded us in our pain and sorrow. The Paraclete is for us, as well as for the disciples.
To see this sermon in the context of the larger entire worship service, please open this bulletin.