According to Christians, the Holy Spirit is the third person of the Trinity, alongside the Father and the Son. He is God, but distinguished by His missions: He animates, inspires, and sanctifies believers. He can manifest in the form of fire, wind, or a dove. It is this last form—the bird—that Christians have chosen for the episodes of the Annunciation and the Baptism of Christ.
The Annunciation, according to Christians, is the event where the angel Gabriel visits Mary to announce that she will bear the Son of God, while remaining a virgin and pure. At this moment, the Holy Spirit acts: He covers her with His shadow, and she will conceive Christ through this divine action.
In the Baptism of Christ, the Holy Spirit intervenes when John the Baptist, Jesus’ cousin, baptizes Him in the Jordan River. The Spirit then descends from heaven in the form of a dove and rests upon Christ.
At that moment, according to Christians, a divine voice is heard :
“This is my beloved Son, in whom I am well pleased.” (Matthew 3:17)

Constance, Illumination of the Annunciation with the letter R on manuscript, circa 1300, tempera, ink, and gold leaf on parchment, 102 mm x 78 mm, The Metropolitan Museum of Art, New York, United States of America.