How do you make friends? It is done by building on relationships. Your personal relationship with Christ truly begins when you acknowledge that He has always had a relationship with you. It doesn't just suddenly happen because He is always there for everyone - everywhere - forever. Like with any friend, in order to reap the benefits of the relationship...all you have to do is acknowledge it and it will build from there.
John 15:15 Henceforth I call you not servants; for the servant knoweth not what his lord doeth: but I have called you friends; for all things that I have heard of my Father I have made known unto you.
Matthew 28:19 Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Ghost: 20 Teaching them to observe all things whatsoever I have commanded you: and, lo, I am with you always, even unto the end of the world.