A “personal relationship” is when two beings personally have a close connection with each other. They care about the other, trust them, commit to them, depend on them, and love them. It is intimate and they desire to communicate with each other.
So how do you have a personal relationship with God? Just like you have a personal relationship with your spouse, family members, and friends, you can have a personal relationship with God. In fact, God desires to have such a relationship with you and is searching for you and striving to have that relationship.
To have a personal relationship with God, you have to know God, not just know about him. Many people go to church weekly and learn about God, but don’t really know him (I know I did for years). Just like I could read everything about another person, I just know about them and don’t have a personal relationship with them.
Ways to build your personal relationship with God:
The following Podcast is a great example of developing a personal relationship with God and finding true peace:
For the eyes of the Lord range throughout the earth to strengthen those whose hearts are fully committed to him.
 Praise be to the God and Father of our Lord Jesus Christ, who has blessed us in the heavenly realms with every spiritual blessing in Christ.  For he chose us in him before the creation of the world to be holy and blameless in his sight. In love  he predestined us for adoption to sonship through Jesus Christ, in accordance with his pleasure and will—  to the praise of his glorious grace, which he has freely given us in the One he loves.
 Therefore, as God’s chosen people, holy and dearly loved, clothe yourselves with compassion, kindness, humility, gentleness and patience.  Bear with each other and forgive one another if any of you has a grievance against someone. Forgive as the Lord forgave you.  And over all these virtues put on love, which binds them all together in perfect unity.
His divine power has given us everything we need for a godly life through our knowledge of him who called us by his own glory and goodness.