Talk to God. Talk to Him as you would your very best friend. He is there and He is listening. Be honest with Him and tell Him what is on your mind, tell Him what's troubling you, tell Him what you think. Even though God knows everything about you and about everything that'd going on in your life, He still wants you to have a relationship with Him and He wants you to talk to Him. God does not want to be taken for granted. So the easiest way to have a really intimate relationship with God is to simply talk to Him. This conversation doesn't have to be vocal but instead can be non vocal and take place in your mind and your heart.
You can do this through prayer or through a normal conversation between yourself and God, it can be non vocal or vocal, the choice is yours to make.