I'll begin with a tale of sorts. In the course of my work as a judicial officer, I once found myself interacting with a particular family with a lot of problems. There wasn't much that I or anyone else could do for them except listen politely to their woes and try to pass along a few presumably helpful phone numbers. My colleagues and I fielded any number of calls over the weeks, always giving them the same procedural advice and a touch of sympathy while we reiterated, yet again, that we could not help with their situation. One of the involved parties called back later and told me "I feel like I really know you." The observation was quite sincere, if misplaced. But it got me thinking. No, you don't know me. You know what I have tried to do for you in an official capacity. But you don't know me.
If you'll bear with a small digression before I return to the topic at hand: Dver recently posted an excellent article on "The Fallow Times"--that is, those periods when we feel especially disconnected from the Gods and Goddesses. For a mystic, this might mean "hearing" or "seeing" nothing. For others, this could entail a sense of lacking focus, or perhaps feeling that a formerly bright inner fire has cooled or gone dark. We have many ways of honoring our Gods and Goddesses, but no matter how we approach our Divinities, I suspect that many of us can relate to that gnawing sense of being off-course, disconnected, and adrift. I'd like to submit another point into the discussion: i.e., some Deities really do want personal relationships, and problems might result if we avoid Their wishes for too long. This issue is not necessarily limited to mystics. A worshiper can get a strong sense of Odin's personality by reading His surviving lore. If things feel off, perhaps one answer is to seek out knowledge of who He is in some of His other aspects.
It would stand to reason that not every individual God or Goddesses desires to cultivate an especially close connection with every last person who approaches Them. Some interactions are about straightforward worship. You might pick up on an abiding sense of love now and then, but there might not be a sense of deeper resonance. I'll be frank: I have this sort of relationship with a number of our Gods. I honor Them, but the relationship tends very much towards the... professional.
On the other hand, we have the possibility of extremely personal connections to certain Divinities. Not everyone is comfortable with this idea, nor considers such relationships desirable. However, as someone who was brought into my faith vis-à-vis Loki, I must note that this was a side of Them that I immediately crashed up against. Loki is not one for a great deal of formalism--which is not to say that He doesn't appreciate an honest, well-crafted prayer or adoration, but He does pretty much force you to relate to Him personally. I never came into Heathenism in the context of sticking solely with the Eddas or engaging in ritualized worship: instead, I got hit over the head by our very own Trickster. He then introduced me to His friends, beginning with Odin--a God who also enjoys roaring into otherwise innocuous dreams and meditations.
Some Deities really do crave personal relationships. At a certain point, you are likely to profoundly irk--dare I even say hurt--these Gods if you try to pretend that circumstances are otherwise. Loki is certainly one such Divinity for me, as are Forseti and Thrud. Be prepared to be surprised. When I started off on this path, the connections did not form as I thought they might. For example, I'd always loved the mountains and felt that there was something special about Skadi, even when I first read her story as a child. I did not really believe in any Gods for most of my adult life, but I'd still think of Her whenever I drove through the mountains. As it turns out, however, I don't see much of Skadi. I have spoken with Her perhaps twice now. Contrary to my previous expectations, I connect more with Njord.
Like us, our Gods and Goddesses are complex, multi-faceted beings. We'll each see certain sides of Them--jewels glimpsed from different angles, their faces sometimes shadowed and sometimes shining with light. Indeed, the individual worshiper may experience conflicting and contradictory sides of the same God. As with human-to-human relationships, the "shoulds" and the "woulds" must give way to more natural, heartfelt resonances.