The Holy Spirit, the third person of the Godhead, was sent from heaven by the Father with a mandate to glorify the Son, to convict the world of the sin of unbelief, to regenerate those who believe, to guide them into all truth, to enable them to live godly lives, and to equip them for the work of ministry.
1) The fact that you ask this question of yourself is a good sign. If the Spirit wasn't active in your life, you probably wouldn't care to ask.
2) Have you been baptized? The Bible promises the gift of the spirit for those who repent and are baptized (all motivated by faith, of course).
3) Do you call out to God in prayer and confess your sins? The Holy Spirit is the one who convicts you of your sin.
3) Are you burdened for the things of God like being with and serving the church and sharing the Gospel with the lost? The Spirit of God works the desires of God in our hearts.
5) Do you have a deep-seated confidence that you belong to God? The Bible teaches that His Spirit tells our spirits that we belong to Him!