Receiving the Holy Spirit does not guarantee we cannot sin. We must pay attention to His voice, and we often "grieve the Spirit" and "quench the Spirit" by our thoughts and deeds. This limits our usefulness to God. This affects our heavenly rewards, not our salvation. That is purely a function of belief in Who Jesus is and what He did for us.
You do not need to go to a priest. Jesus Christ is the only mediator between God and man. You can and should deal with Him directly. It is His Spirit that is within you to guide you into all truth. But it is still guidance, not possession.
Muhammad denied what Jesus did and Who He is (i.e. that Jesus is the Son of God who died instead of us for our sins.)
Who is the liar, if it is not the one who denies that Jesus is the Christ? This is the antichrist, who denies the Father and the Son. No one who denies the Son can have the Father; whoever confesses the Son has the Father as well. - 1 John 2:22
For many deceivers have gone out into the world, refusing to confess the coming of Jesus Christ in the flesh. Any such person is the deceiver and the antichrist. - 2 John 1:7
Jesus explained it to Nicodemus this way:
Jesus answered, "Very truly I tell you, no one can enter the kingdom of God unless they are born of water and the Spirit. Flesh gives birth to flesh, but the Spirit gives birth to spirit. You should not be surprised at my saying, 'You must be born again.' John 3:5-7
Jesus also told Nicodemus this:
For God so loved the world that he gave his one and only Son, that whoever believes in him shall not perish but have eternal life. For God did not send his Son into the world to condemn the world, but to save the world through him. Whoever believes in him is not condemned, but whoever does not believe stands condemned already because they have not believed in the name of God's one and only Son. John 3:16-18