"I indeed baptize you with water unto repentance, but He who is coming after me is mightier than I, whose sandals I am not worthy to carry. He will baptize you with the Holy Spirit and fire." (Matthew 3:11)
Fire is very significant in Scripture. In some places, it's used to symbolize the Spirit of God and the character in which He operated or manifested Himself. When God revealed Himself to Moses, it was in the burning bush (Exodus 3:3-5). When the Holy Ghost came in Acts 2:1-4 as Jesus promised His disciples, the Scriptures record that tongues like fire appeared unto them and sat upon each of them, and they were filled with the Holy Ghost.
Then we read the words of John the Baptist in our opening verse above, where he talked about the baptism of the Holy Ghost and fire. Now, many have confused John's statement to mean that both the power of the Holy Ghost and the fire of the Holy Ghost are synonymous, but they aren't. When John the Baptist said Jesus would baptize with the Holy Ghost and with fire, that "fire" meant judgment.
The fire of the Holy Ghost is about cleansing, it's called "the fire of judgment" or "the fire of cleansing."
"...He will thoroughly clean out His threshing floor, and gather His wheat into the barn; but He will burn up the chaff with unquenchable fire.”
That's judgment! It's the same thing we see in the following Scripture:
"But who can endure the day of His coming? And who can stand when He appears? For He is like a refiner’s fire and like launderers’ soap. He will sit as a refiner and a purifier of silver; He will purify the sons of Levi, and purge them as gold and silver, that they may offer to the Lord an offering in righteousness."
So, the Holy Ghost fire is the fire of purification. It takes away unclean things from your life. It burns them up, taking all impurities out of you. That fire purifies you and removes everything that's not of God. With that, you're sanctified for the Lord's use-- you're His vessel of honor, to bring Him glory and establish His will in the earth. Hallelujah!
I'm washed, sanctified, justified, in the Name of the Lord Jesus Christ, and by the Spirit of our God! There's nothing unclean in me, the fire of the Holy Ghost purifies my heart from all filthiness. I've become the radiance of God's glory, and the expression of His righteousness. Hallelujah!
Further Study: Isaiah 4:3-4; 1 Peter 1:7; 2 Timothy 2:19-21