When people receive the Holy Spirit they all have different feelings. When I first became a Christian I was really sad. I didn’t feel anything special. I didn’t have a sudden sense of well-being, I was just plain sad and it didn’t change at all. I just went to sleep. What we feel when we receive the Holy Spirit will be different for each person, as all of us come to trust Jesus under different circumstances. And in the end what we feel when we receive the Spirit is not important.
The important thing to know is - we can be sure we have received the Holy Spirit if we call Jesus Lord and Saviour (1 John 2:20-23 - John in this passage calls the Spirit the Holy One). God has promised all people who trust Jesus for salvation have the Holy Spirit (1 John 4:2). For it is impossible to call Jesus Lord and Saviour without the Holy Spirit. If you trust Jesus came in the flesh, died on the cross for our sin and was resurrected from the dead in the flesh and now sits at God’s right hand, you can be sure you have received the Holy Spirit (1 Cor 15:3-8). We do not receive the Holy Spirit again and again, we receive him once and he stays with us into eternity.
We have to be careful of feelings. Our feelings are a good thing given to us from God. They help us understand what we think about a situation. But they are not always reliable because of our sinfulness. We must not trust our feelings because they can deceive us. Instead we look to God learn to trust in his promises (Romans 8:23) simply because God is not sinful, deceitful or fickle. When he promises something we can be assured it will happen.
Therefore do not worry if your feelings don’t change when you pray for things, God has heard you (Philippians 4:6-7). God will answer your prayers in accordance with his will (Mark 14:36). Trust our God for he is a god who always keeps his promises through Jesus (1 Cor 1:20).