I have had experiences where I prayed to a God I did not know personally. I was praying out of duty and out of needs.
Then I have had experience where I had relationship personally with God that am praying to, And I can surely say RELATIONSHIP WITH GOD IS WAY BETTER. moments spent with the Holy Spirit is something that has got no comparison to anything in the world. My prayer for you is that you may desire to know God. Not know about God.
Why Jesus cried out “Why have you forsaken me!” was because He was in constant communion with God the father and the Holy Spirit, but at one point in accomplishing His purpose on the Cross, Only the word was to remain on the cross. The Father and the Holy Spirit had to depart. The separation hurt More than the physical pain Jesus Christ was going through.
Fellowship with God is more highly to be desired than belongings, status.