Did Jesus not have the Holy Spirit before his baptism? What does it mean that he received the H.S.?
That is actually a difficult question to answer. The Bible is somewhat vague about how Jesus developed. It is one of those mysteries about which we can speculate but which we can not provide a definitive answer (although we can make some reasonable guesses). At what age did Jesus know he was God? When did he know that he was going to die to provide forgiveness of sins? Did Jesus know all things, even as an adult? Did he have to study the Bible in order to know what it said (I assume the answer to that is yes)? Matt 24:36 implies that in his limited human form, even Jesus did not know the day and hour at which he would return. I assume that in his glorified form at the “right hand” of the Father, Jesus is well aware of the day and hour. So, we know that Jesus in his human form had limited knowledge and presumably limited power. I do not think baby Jesus was flying through the air.
Perhaps most difficult of all these questions about how Jesus “developed” is what happened at his baptism. One gets a clear indication that Jesus “changed” in at least some sense at his baptism. Matthew 3:16 describes the Holy Spirit “descending like a dove.” What does that mean? Does it mean that Jesus did not have the Holy Spirit with him before that? Does it mean that the Holy Spirit came on him in a special, greater measure at that time? Or was this simply a sign for the benefit of others and that Jesus did not change at all at his baptism? We do not know. Theologians have debated what happened to Jesus at his baptism from the earliest days of the church, including some heretical doctrines such as Docetism (Jesus only appeared to be physical) or Gnosticism (the spiritual Christ occupied the physical Jesus at his baptism). From these examples we can glean that we ought to be cautious about our speculations.
Having said all that, I suppose it is time for me to give my opinion. Bear in mind that it is an opinion, and I am not even very confident of my opinion. It is my thinking that Jesus already had a measure of the Holy Spirit, but that in some sense (and in what sense I have really no idea) the Holy Spirit came on Jesus in a special measure at his baptism.
Sorry to give a speculation rather than an answer, but that is the best I can do.