They receive the Holy Spirit, who then lives inside of them.

"And I will ask the Father, and he will give you another Advocate, who will never leave you. He is the Holy Spirit, who leads into all truth. The world cannot receive him, because it isn’t looking for him and doesn’t recognize him. But you know him, because he lives with you now and later will be in you."
-John 14:16-17 NLT

"Don’t you realize that your body is the temple of the Holy Spirit, who lives in you and was given to you by God? You do not belong to yourself,"
-1 Corinthians 6:19 NLT

"And now you Gentiles have also heard the truth, the Good News that God saves you. And when you believed in Christ, he identified you as his own by giving you the Holy Spirit, whom he promised long ago."
-Ephesians 1:13 NLT