"'Am I only a God nearby', declares the Lord, 'and not a God far away?'" Jeremiah 23:23
This verse teaches us a truth about God's omnipresence. We are told, "there is a friend who sticks closer than a brother" (Proverbs 18:24) and "Christ in you, the hope of glory" (Colossians 1:27).
However he is also a God who is "far away". Jesus tells us "where two or three gather in my name, there am I with them" (Matthew 18:20) and to "come near to God and he will come near to you" (James 4:8). These verses and others contain the idea of coming into God's Presence and inviting him to be with us.
God has the amazing ability to be "far away" and "nearby" at the same time! In doing so, God has created the opportunity for us to seek to have a more intimate relationship with him. Yet he leaves that choice with us. We can be as close to him as we choose.
In human friendships we can keep the relationship on a surface level, even with people we see a lot. We do this by keeping the conversation on safe subjects like how we spend our time or the weather and we don't talk about our feelings. It takes time and effort to build a relationship so that we can share more intimate things.
The same is true in our relationship with God. Even though God knows how we feel we still need to spend the time and effort seeking to draw near to him if we desire to have a more satisfying relationship with him.