The reason that some have difficulty understanding the things of God is because they take the intellectual approach to grasping them. They apply human reasoning to the things that requires an understanding that is beyond their natural abilities. It is easy to understand why they would have a tendency to approach spiritual matters this way. For one, no one wants to walk by an unreasonable blind faith. They want something that makes sense to them, and something that is trustworthy. Another reason is that for the most part, we are taught to “use our head” -think things out, and do not be carried away by the emotions. Of course there is the other extreme where people are run by their emotions, and overlook the things that do make sense. In part, this is due to desiring something so much to be true, that they overlook reality. The things of God cannot be grasped by the intellect or emotionalism. Nonetheless, when grasped through the Spirit, the intellect will be satisfied and the emotions will fall into their proper place.
But as it is written, Eye hath not seen, nor ear heard, neither have entered into the heart of man, the things which God hath prepared for them that love him. But God hath revealed them unto us by his Spirit: for the Spirit searcheth all things, yea, the deep things of God. For what man knoweth the things of a man, save the spirit of man which is in him? even so the things of God knoweth no man, but the Spirit of God. Now we have received, not the spirit of the world, but the spirit which is of God; that we might know the things that are freely given to us of God. Which things also we speak, not in the words which man's wisdom teacheth, but which the Holy Ghost teacheth; comparing spiritual things with spiritual. But the natural man receiveth not the things of the Spirit of God: for they are foolishness unto him: neither can he know them, because they are spiritually discerned (emphases added, 1Corinthians 2:9-14, KJV).
One of the steps to grasping the things of God is knowing that they are beyond natural reasoning, therefore, they require the Holy Spirit to understand them. Thus it is written, “The things of God knoweth no man, but the Spirit of God.” This leads to a second step in grasping the things of God, having a right relationship with God through Jesus Christ. This is an act of faith, not an act of the intellect. Romans 10:9-13 says,
“That if thou shalt confess with thy mouth the Lord Jesus, and shalt believe in thine heart that God hath raised him from the dead, thou shalt be saved. For with the heart man believeth unto righteousness; and with the mouth confession is made unto salvation. For the scripture saith, Whosoever believeth on him shall not be ashamed. For there is no difference between the Jew and the Greek: for the same Lord over all is rich unto all that call upon him. For whosoever shall call upon the name of the Lord shall be saved."
Notice that the Scripture says that if we believe with our heart; it does not say with the “mind.” Entering into a right relationship with God requires faith that is rooted in the heart, as it is written in Ephesians 2:8-9, “For by grace are ye saved through faith; and that not of yourselves: it is the gift of God: Not of works, lest any man should boast” (KJV). John 1:12 says, “But as many as received him, to them gave he power to become the sons of God, even to them that believe on his name” (KJV). As we enter into that relationship with the Father through Jesus Christ, He in turn gives us the Holy Spirit Who teaches us all things. When we have the Spirit, 1Corinthians 2:14 can apply: “For who hath known the mind of the Lord, that he may instruct him? But we have the mind of Christ” (KJV). In essence, we need the mind of Christ to grasp the things of God. This is accomplished by receiving the Holy Spirit, and by allowing Him to instruct us.
God is very faithful. To those who are not sure if there even is God, ask Him to reveal Himself to you. If you are sincere, He will reveal Himself. To those who already have that relationship, yet struggle with understanding the things of God, begin with deepening that relationship. This means spending time with the Father, and sitting at the feet of Jesus. Ask Him to open your understanding as you open up the Bible. He reveals spiritual matters to those who really want to know them.