When do you first receive the Holy Spirit?

The Holy Spirit comes into you when you first accept Jesus Christ as your only Lord and personal Savior.
At the same exact moment you accept Jesus Christ as your Lord, Master, and Savior (Acts 10:44-48).

A person receives the Holy Spirit when they become a believer in Jesus Christ, that is entrusting their life to the lordship and the saving sacrifice of Jesus; this is being born again. There is actually no such thing as a believer in Jesus Christ who does not have the Holy Spirit. If someone claims to be a believer, but does not have the Holy Spirit then they are not truly a believer. Either they have created another "Jesus" for themselves, who is different to the Jesus of the true Gospel, or they simply don't believe in Jesus in the biblical sense, which is entrusting their life to the lordship and the saving sacrifice of Jesus.

The Holy Spirit is the free gift given by Jesus from God, his father, to all who put their trust in him.

Although the Holy Spirit works on unbelievers, drawing them to Jesus, they do not actually receive him until they are truly repenting of (that is turning away from) their sinful ways and putting their faith in Jesus; trusting in his salvation and his lordship.

When a person receives the Holy Spirit it will be evidence in their life as they will begin to naturally manifest the fruit of the Spirit (love, joy, peace, forbearance, kindness, goodness, faithfulness, gentleness and self-control) and also begin to detest things that are detestable to God, things they had once take pleasure in.