Hi there. That's an awesome question and I think that even a lot of people who think they understand the answer to it still don't truely understand it with their lives. And you know what? I hope I'm one of them. Despite my recent revelations on the subject, I hope there's even more to come that I don't get yet. I'm sure this is. I'll have a go at explaining, feel free to say so if I'm not speaking your language...
It means that God wants you to understand who he is because you have experienced his personality for yourself - not because you have been programmed to believe certain things about him, or because you particpate in rituals like going to church or attending a bible study etc etc. Those things are important, but they are not the starting point.
It's a bit like... if you married someone without being emotionally close to them or knowing anything about them. Then during the marriage you lived practically separate lives. You never see each other or even speak to each other unless it's absolutely necessary, there is no romance and deep inside you don't really know eachother at all. The only thing that makes what you have a marriage is that you have a ring on your finger and a piece of paper saying so, and perhaps that you happen to sleep in the same bed occasionally when your paths cross.
Now, I ask you, is this really a marriage? Well yes. You are married, that is a fact, in a religious sort of way. But it's not how it's supposed to be. Marriage is supposed to be a relationship. You are supposed to spend time together getting to know one another and falling in love, sharing secrets and learning about life as you make mistakes and grow in trust. Because of that relationship, you make commitments to eachother, and from there you continue to grow and journey through life together. The ring and the bit of paper and the living together are all ways to commit to that relationship, but without the relationship they are empty and meaningless rituals.
It's like that with God too - he wants us to go to church and read our bibles and pray and tithe and worship him and all those things - but he wants us to do them as part of a meaningful relationship with him, not just because it's the done thing or because it's our "religion". But that is not achieveable if we start with rituals and hope we can get it to mean something. There is a place for participating before you fully understand yet why it's good for you, but it's a tricky place to start and even trickier to move forward from. When the relationship with God comes first, then from there - after we fall in love with him, it will be hard not to do those other things because we will just want so passionately to have everything to do with God and participate in anything that feeds our getting closer to him.
God wants to hear what's real to you when you pray - he knows what you're thinking anyway so there's no point in being fake- so if you are feeling angry with him, hurt about a situation, confused about life - he would rather hear you say so than have you say the holy sounding things you think you ought to if it's not true to your heart. And you know what? When we let go of preconceived ideas about God - even the stuff we think is good, and just leave our requests and thoughts with him and stay open to a real response from a real God who we don't make ourselves but who will answer freely his own way - it's so much more awesome when we get a response that way than when we assume based on what someone else told us about him.
I hope you understand what I'm saying and that maybe I said something helpful. I do not claim to be the expert, this just happens to be a subject I'm discovering in new ways myself at the moment and feel freshly passionate about.
Feel free to ask questions, make comments etc.. I don't know or understand everything but I'm happy to share what I can. xx