I think that what you are trying to get across is that you are searching for a personally meaningful relationship with a deity or deities. If I am wrong, and you truly do want a personal god, then it is fairly easy to make one up. But I am going to go with my first assumption here. So, where do you start looking? You can start with the gods and goddesses of your own ethnic heritage. For example, people from Iceland might look into the Norse deities. Or, you can research patheons until you find one that feels right to you. You might take an animistic approach and try to commune with your local spirits. Many people develop rich spiritual relationships with these kind of guides. Or, you might find your own relationship with Yahweh/Jehovah outside of organized religion. You might also take the eclectic wiccan aproach of trying to focus on just two deities, a Matron and Patron. So your first step is trying to figure out which type of relationship you are looking for, and then we can give you more specific information.

To answer your question of how we got our start, mine was a fairly meandering journey from christianity (I was raised in it) to exploring crystals and energy manipulation entirely without deities or spirits to buddhism to wicca to agnostic to where I am now. We are talking about a journey of trial and error over 17 years. I do have a personal relationship with a particular deity, and I include the pantheon they come from in my religious observations. The deity came to me first, and it seems only right and proper to honour the whole pantheon. Now, a bit of my personal experience and this is entirely my own UPG, but it isn't all sunshine and daisies. When I moved from agnosticism back to trying to find my spiritual path, I dedicated myself to the Lord of Stories, a fairly generic dedication, not to any specific deity or so I thought. I am an aspiring writer and I work in theatre and it seemed appropriate. Except I did not then act on my dedication, at least not with earnest effort. I puttered at my craft if that for a couple of weeks. And then, I got really really fucking sick. For three and a half months. My car died. My new car caught fire within a month of owning it. I am fairly comvinced that our current car only survived this time period because I hated it and still consider it my partner's car. I eventually realized what was going on, and recognized and acknowledged the specific deity I had dedicated myself to unintentionally/unconciously. This deity does not suffer laziness and inaction. He is very dear to me now, and my relationship with him is a close and two way street, but man did those first few months suck hard, and I do not doubt that he would kick my ass again if he deemed I needed it. I never experienced anything like that with the christian god. My point in sharing is that you should do your homework, and not dedicate yourself to just anyone.