Now beginning chapter 2 of life reflections on Acts...
To understand Acts 2 and the coming of the Holy Spirit, we have to go back to the very beginning of Luke-Acts in Luke 3. John the Baptist is baptizing people at the Jordan River. The people are wondering if he might be the Messiah. He assures them that he is not.
"I baptize you with water. But one who is more powerful than I will come, the straps of whose sandals I am not worthy to untie. He will baptize you with the Holy Spirit and fire" (Luke 3:17).
This verse is the background for the Day of Pentecost in Acts 2. It may take us a little doing, but we have to remember that the Gospel of John was not sitting between Luke and Acts when Luke's audience first heard Luke-Acts. These two books were one work, one continuous story. What that means is that if you stick material from John into the flow of Luke-Acts, you're changing the story from how it was originally meant to be read.
Why am I telling you this? Because it is very common in some circles to insert a moment in John 20:22 into Acts' story line. In John 20:22, Jesus breathes on his disciples and tells them to receive the Holy Spirit. Some Christians thus like to see Acts 2 as an additional event involving the Holy Spirit.
But not for Acts. The moment in John 20 is not part of the story of Luke-Acts. For Luke-Acts, the coming of the Spirit in Acts 2 is the fulfillment of John's prediction in Luke 3. For Acts 2, the Spirit has not come yet in the way that John anticipated before the Day of Pentecost. 
The event on the Day of Pentecost thus represents a kind of full instatement of Jesus as Messiah. John the Baptist says that the Messiah will bring a new baptism, a baptism in Spirit. That prediction is enacted in Acts 2. It goes in force. Jesus is now fully operating as the king--at least as he plans to operate in this age until his return. The Day of Pentecost is, in a sense, the birth of the church and the church age. The benefit of Christ's death and resurrection for the world are now fully in play.
The Day of Pentecost was one of three feasts in the Old Testament when, in theory, every Jewish male was to go to Jerusalem and present himself before the Lord (cf. Deut. 16:10, 16). It was also called the "Feast of Weeks" because it was 7 weeks or 50 days after Passover. It was also called the "Feast of First Fruits" because it celebrated the beginning of the wheat harvest.
The symbolism is clear. The Day of Pentecost represents the first harvest of Jesus followers now that the age of the Spirit has come. It is hard to know if Jews at the time associated the Feast of Pentecost with the giving of the Law at Mt. Sinai, but later Jewish tradition did, and some Jewish writers of the time saw fire as part of the giving of the Jewish Law.  Is it possible that Luke wanted us to see Pentecost as the enactment of the new covenant (Luke 22:20)?
John the Baptist had predicted that Jesus' baptism would involve fire. The function of fire in this context is to cleanse and purify (Luke 3:17). Yes, this cleansing probably does involve a sifting of people. But Acts 15:9 also tells us that the coming of the Spirit purifies the disciples' own hearts, as well as the hearts of all those who receive the Spirit.
What is happening in the time before this inaugural event of the church? First they are waiting. Jesus has told them to wait for this promise of the Father, the promise that John the Baptist also foretold (1:4). Will we have to wait for the Spirit ourselves today?
Quite possibly. We live in such an instantaneous world. We can text message someone from the other side of the world. We have our phones in our pockets and purses continually. We are not used to waiting.
The disciples only had to wait 10 days, but the coming of the Holy Spirit when we are waiting may not come that quickly for us. While it is hard for us, part of Christian maturity is the patience to wait on God. Sometimes he may come quickly. At other times we may wait years. With God a day is like a thousand years (Ps. 90:4), and we should be prepared for the possibility that some answers may not even come within our lifetime.
The disciples also prayed while they were waiting (1:14). The ten days of waiting were spent in prayer. There are probably times when you should move from praying to acting in faith, but this time was not one of them. Jesus had given them clear instructions. The next event was the unique event of Pentecost, the unrepeatable first time inauguration of the age of the Spirit. It came next.
So prayer was the clear order of business while they waited. Pentecost is not the only time in Acts when the Holy Spirit comes in the middle of praying. The Spirit will come in the middle of preaching too. In both instances, those who were filled with the Spirit were open and longing for God. They had an earnestness about their waiting. So should we always be...
 As an aside, this instance is a good example of how the difference between the original shape of the biblical books and the current shape of the Bible can create new meanings that were not part of the original meaning. John does not have a second volume that gives the history of the early church. But John 20:22 may very well be John's version of Acts 2.
 Philo in his essay, "On the Decalogue," paints a scene in which the breath of God would bring words which took the form of flames and the people heard the flames in their native language (Dec. 9-13).