This is a question that I see quite often, surprisingly from people who have been church goers for years! A relationship with God is everything the Gospel is built on and is the focal point of Jesus' finished work on the cross.
Firstly you need to realize and keep reminding yourself that Jesus has died on the cross for you (and all of us) - God's plan was complete 2000 years ago when this happened. Now what we need to do is confess our sin to God through prayer and accept Jesus in our heart as our savior - if you have already done this then praise God because your sins are forgiven! It is never too late to get right with God - He is always happy to have a loving relationship with all His creation!
This is what I usually practice on a daily basis to enhance my relationship with God -
1) Daily Bible reading - God speaks to His people through His word. Have a reading plan (you can find hundreds of them online) and stick to the plan. Read and study your daily verses/chapters to really connect with God.
2) Daily prayer - The Bible says pray continually (1 Thessalonians 5:17). This does not mean we have to pray every minute of everyday but we need to remember to be thankful for everything God does for us everyday. They say communication is the key to a strong relationship; prayer is how we communicate with God and we must do it often. Praying is just speaking to God and sharing your thoughts, feelings, desires and petitions along with asking for His will to be done in our lives.
3) Daily worship - 1 Chronicles 16:23 says "Sing to the LORD, all the earth; proclaim His salvation day after day." Worship songs are an essential part to help you grow with God. I usually listen to a few songs on a daily basis (especially at the start of my day).
Are you part of a local church or Bible study group? This is where you can learn and grow your relationship with God the most - with fellow believers who you can learn from and teach from each other's experiences.