A lot of questions can be asked about John 3:8. It is in fact, a hint which leads to a huge part of the whole doctrine.
God has Spirit called the Holy Spirit. You may ask, why should God have it?
God gives His Spirit to man. You may ask a whole bunch of questions right here. Why? Who? How? When? etc.
Not all man get the Holy Spirit. Do you want "one"? What for? Where is it?
etc. etc.
See the complexity of the problem?
In spite of all the problems, you, actually add one more to it (Just like Nicodemus): What is the real nature of the Holy Spirit? That is what John 3:8 talks about. It says: We do not know its real nature, but those who has it, will know that it is real (like feeling the wind). Of course, those who don't have it, it would simply be an empty name (can't see). So, if you want to know its nature, then accept it first. Otherwise, why bother?
I think in view of all the possible questions around the Holy Spirit, the answer given to this particular question is good enough.