This admission proves that the Ephesian disciples had not heard the message of John directly, since John had certainly preached about the Holy Spirit (Matthew 3:11; John 1:32-34) and was himself "filled with the Holy Ghost" (Luke 1:15).

Source:

KJV Defenders Study Bible, by Dr. Henry Morris, Ph.D.
Publisher: Thomas Nelson
Language: English
DEF 10 ISBN 0-529-10444-x
DEF 10-1 ISBN 0-529-10445-8