Have you received the Holy Ghost since you've believed?

 The Gospel is the death, burial, and resurrection of Jesus Christ.

"Moreover, brethren, I declare unto you the gospel which I preached unto you, which also ye have received, and wherein ye stand; by which also ye are saved, if ye keep in memory what I preached unto you, unless ye have believed in vain. For I delivered unto you first of all that which I also received, how that Christ died for our sins according to the scriptures; and that he was buried, and that he rose again the third day according to the scriptures: and that he was seen of Cephas, then of the twelve: after that, he was seen of above five hundred brethren at once; of whom the greater part remain unto this present, but some are fallen asleep." - 1 Corinthians 15:1-6 KJV

Paul explained how we obey the Gospel:

"What shall we say then? Shall we continue in sin, that grace may abound? God forbid. How shall we, that are dead to sin, live any longer therein?  Know ye not, that so many of us as were baptized into Jesus Christ were baptized into his death? Therefore we are buried with him by baptism into death: that like as Christ was raised up from the dead by the glory of the Father [the Holy Ghost], even so we also should walk in newness of life." - Romans 6:1-4 KJV

Peter preached the Gospel:

"Then Peter said unto them, Repent, and be baptized every one of you in the name of Jesus Christ for the remission of sins, and ye shall receive the gift of the Holy Ghost." - Acts 2:38 KJV

We can repent and be baptized in the name of Jesus first (Acts 8:15-17), or we can repent and be filled with His Spirit first (Acts 10:44-48), but it is essential that we are born BOTH of water and of the Spirit.  

"Jesus answered, Verily, verily, I say unto thee, Except a man be born of water and of the Spirit, he cannot enter into the kingdom of God." - John 3:5 KJV

Those that had been baptized by John the Baptist needed to be re-baptized, because they hadn’t been baptized in the name of Jesus. After they were baptized in the name of Jesus, Paul laid his hands on them, and they received the Holy Ghost. (Acts 19:6).