Acts 8 - Doesn't quite fit - Something's not right

My Bible study this morning brings me to Acts 8 and there's a couple of things there that just do not make sense to me through the eyes of what I currently know an believe. I believe that when someone receives Jesus Christ as their Lord and Savior that they also receive the Holy Spirit inside of them. This transaction is one and the same. I've been both Lutheran and Southern Baptist and that is what they teach. However, here in Acts 8:12 it says "But when they believed Philip as he proclaimed the good news of the kingdom of God and the name of Jesus Christ, they were baptized, both men and women". So it obviously says they "believed". But then in Acts 8:15,16 it says, "When they arrived, they prayed for the new believers there that they might receive the Holy Spirit, because the Holy Spirit had not yet come on any of them; they had simply been baptized in the name of Jesus." Wait, what? Something's, not right. How can you believe in Jesus but not receive the Holy Spirit? What's even worse is it looks like this was some type of transaction that took place in Acts 8:17, "Then Peter and John placed their hands on them, and they received the Holy Spirit." Not sure what to make about this.

Then you go on to the end after Philip talks to the Ethiopian and baptizes him then he just gets teleported to Azotus. Acts 8:39,40 "When they came up out of the water, the Spirit of the Lord suddenly took Philip away, and the eunuch did not see him again, but went on his way rejoicing. Philip, however, appeared at Azotus and traveled about, preaching the gospel in all the towns until he reached Caesarea." I'm not questioning God's ability to do this. He can do all things. My question is why don't you see stuff like this happening today? There's a lot of things in Acts that you just don't see today. I'm sure it was a massive faith building event for both the Ethiopian and Philip to have him all of a sudden disappear. Can you imagine how confirming that would be if you had that happen to you? But why doesn't things like that seem to happen anymore?

I LOVE the Bible but the book of Acts just makes me wonder. Was there something special going on at that time where God used extraordinary measures to spread the Gospel? Am I missing out on something by not accepting the full power that God has to offer? I even sometimes wonder if the book of Acts really happened and was it really meant to be included in the new testament. Not sure what to think. Very perplexed but not discouraged. God shows his wonders and mercy to me all the time, even without these miraculous signs. Sure wouldn't mind being teleported somewhere though.