When we pray, fast, study and meditate on the bible, we eventually connect to God. The act of praying to God is a link to Him.
Knowing The Creator and living our lives in His directions is the best thing we should do as human beings, as we do not know all about our lives, but God does. It is a very good thing for us to have a personal relationship with God. This makes us know Him better and understand our purpose and destiny in this life. A human being that does not connect to God, The Creator is really not living fine.
Connecting to God through prayer, fasting, reading the bible and every other means of relating with God is very essential, as this will make us know Him better and live purposeful lives.