How did the Holy Spirit come into existence? Who created the Holy Spirit? Did the Holy Spirit exist from the beginning or was it God who created the Holy Spirit? If it was God, then why is it said that the members of the Holy Trinity is independent of each other but form an eternal  Triune God?
According to mainstream Christianity, the Holy Spirit is a person of the Trinity - loosely speaking a part of God. Therefore he was not created. He is eternal, without beginning and without end. This is best (though not necessarily most understandably) summed up in the Athenasian Creed:


  Such as the Father is; such is the Son; and such is the Holy Ghost. The Father uncreated; the Son uncreated; and the Holy Ghost uncreated. 


Something around 98% of Christians adhere to this view.

For those that do not believe in the Trinity, the Holy Spirit is usually considered to be an 'impersonal force', or the action of God, or simply another way of referring to God (as opposed to a separate person). In these cases there is also no question of "who created the Holy Spirit". He has always existed.