The Pentecostal experience is receiving the gift of the Holy Ghost (or the baptism of the Spirit), and speaking with other tongues as the Spirit gives utterance. The initial outpouring of the Holy Ghost occurred on the day of Pentecost. Scripture describes it beautifully:
And when the day of Pentecost was fully come, they were all with one accord in one place. And suddenly there came a sound from heaven as of a rushing mighty wind, and it filled all the house where they were sitting. And there appeared unto them cloven tongues like as of fire, and it sat upon each of them. And they were all filled with the Holy Ghost, and began to speak with other tongues, as the Spirit gave them utterance (Acts 2:1-4).
The day of Pentecost is also called the Feast of Weeks, which commemorates the time when God gave the Israelites the Law on Mt Sinai that established Israel as a nation that served God. It occurs fifty days after Passover which celebrates Israel's deliverance out of Egypt. Israel was birthed on the day of Pentecost and so was Christ's church. The fire that was present on Mt Sinai,
Now Mount Sinai was wrapped in smoke because the Lord had descended on it in fire (Exodus 19:18 ESV).
was also present in the Upper Room on the day of Pentecost (Acts 2:3). God gave the Israelite tablets of stone but for the body of Christ, through the gift of the Holy Ghost, He writes the tablets on our hearts:
And you show that you are a letter from Christ delivered by us, written not with ink but with the Spirit of the living God, not on tablets of stone but on tablets of human hearts (2 Corinthians 3:3 ESV)'
The Pentecostal experience is the clear line of demarcation between law and grace, between Israel and the body of Christ, His blessed church.
Two baptisms occurred the Day of Pentecost. As discussed already, there was the baptism in the Holy Spirit (infilling of the Holy Ghost) and in the sermon the Apostle Peter preached that day, he commanded everyone to be baptized in the name of Jesus Christ for the remission of sins (Acts 2:38). The outward or physical baptism of water unites with the baptism of the Spirit to become "one baptism" as the Apostle Paul tells us in his letter to the Ephesians:
One Lord, one faith, one baptism (Ephesians 4:5).
Furthermore, the Pentecostal experience is what Jesus called being born of the Spirit (John 3:5). When we are baptized in the name of Jesus Christ (Acts 2:38), we are born of the water (John 3:5). Then having been born of water and Spirit, we are born again (John 3:3). At that time, we are born into the family of God, the body of Christ, His blessed church.
Being born again, being His sons and daughters, being the temple of the living God and having Christ in us, enables us to live and lead victorious lives. We are changed, we are transformed and made a new creation in Jesus Christ:
And what agreement hath the temple of God with idols? for ye are the temple of the living God; as God hath said, I will dwell in them, and walk in them; and I will be their God, and they shall be my people (2 Corinthians 6:16).
And will be a Father unto you, and ye shall be my sons and daughters, saith the Lord Almighty (2 Corinthians 6:18).
To them God chose to make known how great among the Gentiles are the riches of the glory of this mystery, which is Christ in you, the hope of glory (Colossians 1:27 ESV).
But thanks be to God, who gives us the victory through our Lord Jesus Christ (1 Corinthians 15:57 ESV).
And we all, with unveiled face, beholding the glory of the Lord, are being transformed into the same image from one degree of glory to another. For this comes from the Lord who is the Spirit (2 Corinthians 3:18 ESV).
Therefore, if anyone is in Christ, he is a new creation. The old has passed away; behold, the new has come (2 Corinthians 15:17 ESV).