I noticed recently in Bonnie Anderson's note of retirement from the presidency of the House of Deputies of the General Convention of the Episcopal Church, she mentioned that "the Holy Spirit blows where she will." This is not an unusual occurrence. It is quite common for Christian feminists (both Protestant and Catholic) to employ the feminine pronoun for God, especially when speaking about the Holy Ghost.
Feminist theologian Rosemary Rutherford Ruether has been particularly influential in spreading the use of "she" for the Holy Spirit. In her Women-Church book, Ruether makes frequent reference to Wisdom as "God the Mother"--one important step in the task of "re-imagining" God.
The ancient heresy of Gnosticism also venerated divine Wisdom (the Greek word Sophia) as the female principle of androgynous Deity (or God's daughter) which was trapped in creation by disobedience. She was the fallen creator of earth, air, fire, and water and mother of the evil demiurge who was the God of Israel. Gnosticism often reversed stories in the bible so that, for example, Jesus or Wisdom was the serpent in the garden of Eden, sent to tempt us away from obedience to the evil God of Israel.
In the bible, "wisdom" is used as a personification of God, especially in the "wisdom literature" such as Proverbs. Since wisdom is a word with a feminine gender, feminist theologians tend to run with this and proclaim that God has a feminine aspect (in a sexual rather than simply a grammatical sense). This feminine aspect is usually associated with God the Holy Spirit because the Hebrew word ruach also has a feminine gender.
We should note here that people do not have gender, they have a sex (male or female). Gender has to do with grammar; words have gender (masculine, feminine, or neuter). English does not make as much grammatical use of gender as other languages do, which is why this sounds rather silly to our ears. There are some familiar exceptions such as the use of "she" for a boat or other such vessel.
Wisdom has been associated with the Holy Spirit a few times in Christian literature. I know of at
least two Church Fathers (Theopilus and Ireneaus) who do so. I'm not
aware of any Scriptures that equate personified Wisdom (Sophia) with the
Holy Spirit. The closest I can find
is the role of wisdom in inspiration or prophecy. Or a reference to the
"spirit of wisdom" in Is 11:2--though this seems to me to be the
spiritual gift rather than the Spirit himself. On the contrary, the identification of both Logos and Sophia with the second Person
of the Trinity (Jesus) dominates in comparison. Likewise, many Church Fathers
make that connection between Sophia and Christ explicitly.
God the Holy Spirit as a divine Person has no sex (male or female) because he has no body. The same is true for God the Father; he has no body and thus no sex. Only God the Son has a sex, and that is because he had a male body. Grammatically, sex will dictate gender. That is why, for example, we have male and female versions of the same name, like Julian/Julia and Alexander/Alexandra. However, the opposite is not the case; gender will not dictate sex. For example, the Greek word for rock (petra) is feminine, but that doesn't mean that rocks are girls.
God the Son is "he" for two reasons: it is dictated by his sex and by his relationship (Son). With God the Father, it is only by relationship--his "fathering" of creation and his "fathering of the Son"--that he is known as "he." And what about the Holy Spirit. Since we do not have a gender indicated by sex or by relationship, let's look at the grammar.
The two Hebrew words used for spirit have a feminine gender. Ruach
is "she"; Nephesh is also "she." In Greek, the word "spirit" (pneuma) is
neuter. Our synonymous English terms "Holy Spirit" and "Holy Ghost"
come from the Latin and German sides, respectively. The Latin spiritus
is masculine. The German geist is also masculine. Thus,
speaking correctly, the Holy Spirit would be "she" when speaking in
Hebrew, "it" (though, a personal "it") when speaking in Greek, and "he"
when speaking in English.
That's why the Holy Spirit is not "she"--it would be bad grammar.