3:8 What does Jesus mean by what He says here?

Jesus is illustrating for Nicodemus here the activity and effect of the Holy Spirit in the lives of those who are born again. Just as the wind is invisible but its activity and effect can be witnessed, so too it is with the Holy Spirit. He is also invisible, but the proof of His work is apparent.

There is undeniable and unmistakable evidence of the work of the Holy Spirit in the lives of born again believers (CP Ac 1:1-8; 4:33; 1Cor 2:1-5).