Thus, Pentecost refers to the coming of the Holy Ghost after the ascension of Jesus Christ. As I have explained elsewhere, my understanding is that the Holy Ghost is our direct contact with the ascended Jesus.
And in the Fourth Gospel the main purposes of this contact with the Holy Ghost are knowledge ("he shall teach you all things, and bring all things to your remembrance, whatsoever I have said unto you"); and 'comfort' (joy and encouragement) - such that the Holy Ghost's synonym is The Comforter.
Jesus addressed these remarks to his disciples only; but I assume they now apply to all Christians. At the time of Jesus's address, the disciples were the only Christians, the only ones who believed and loved Jesus, knew what he promised, and would seek out contact with Jesus's spirit. But since then, knowledge and comfort by contact with the Holy Ghost is for anyone who seeks it in that same loving spirit.
What about knowledge of "all things"? At the very least, this refers to all things necessary to salvation and theosis (e.g. whatever is necessary to discernment, repentance, and to learn life's spiritual lessons). But it may means "all" in a more extensive sense - of all that we need to know and would benefit us; and that we are capable of knowing.
To me, this emphasizes that the constraint on our capacity to benefit from the Holy Ghost is mainly that we seek him in faith and with trust, for the right reasons, asking the right questions - and then we will receive both comfort and knowledge.
The difficulty is, of course (as anyone who has tried will know) disentangling our thinking from the distraction and distortions of external interference, and from the short-termist and self-gratifying desires of our mortal selves.
In other words; the guidance and comfort of the Holy Ghost is designed and intended to assist our passage through this mortal life and aiming at resurrected, Heavenly life eternal.
Therefore, when the Holy Ghost is sought for other purposes - he will probably not be available, and is not likely to be helpful!
We can see that our access to guidance and comfort from the Holy Ghost has an only-indirect relationship to whether we regard ourselves as A Christian or are members of a self-identified Christian Church; and are instead essentially more to do with our purposes in life.
Any person, in principle - of any place or time, religion or spirituality - can and will be able to know from the Holy Ghost directly, whatever he needs to know about Jesus Christ, Heaven, and the purpose of his own life. And this regardless of availability of Scripture, priests, or any other form of infrastructure.
The Holy Ghost is therefore what makes Christianity potentially universal and independent of society, civilization and (ultimately) of all personal circumstances.
A day to celebrate indeed!