This verse does not say the Holy Spirit wants to share His Kingdom, rather, it says He wants to give us His Kingdom.
That gift comes by being one with Him so that He manifests in us and through us. We become part of His life and, in fact, He becomes ours. Col 3:4
Water Baptism is a sign that the person being baptized is repentant. Repentance is necessary to access the Grace of the Lord. Jesus is the object to which we turn toward away from our old ways of thinking, believing and living.
Though John does not mention it here, turning away from the old life to Christ Jesus and confession of Him as the risen Lord confirm our redemption by Grace Rom 10:9,10.
We are redeemed by the sacrifice of Christ Jesus. Redemption is all on His part. We add nothing to it.
Once we are Born Again as a result of repentance and faith In Christ Jesus we are to be filled with His Holy Spirit.
We respond to the Gospel of Jesus Christ ➛ by turning away from unbelief and wickedness ➛ by believing that Jesus is `God`, ➛ by receiving Christ Jesus by faith as our Saviour, ➛ by asking Him to fill us with His Holy Spirit.
Spirit Baptism is the end-game for our existence on earth. ➛ the Holy Spirit is the Spirit Of Christ in us ➛ the Holy Spirit seals us to the Lord Jesus. ➛ Receiving the Spirit Of Christ is intimate union with Jesus. ➛ the Holy Spirit is Eternal Life in us ➛ the Holy Spirit in us is our expectation of glory ➛ the Holy Spirit is power in us to do the supernatural. ➛ the Holy Spirit is the witness of Christ Jesus in us.
You are meant to be in intimate personal relationship with Christ Jesus who is your Creator and Saviour by virtue of receiving His Holy Spirit.
'All these things' mentioned in Mat 6:33 are the blessings of His creation. We receive them through our Oneness with Him.