I think that the topic of a personal relationship with God is fairly misunderstood because it is very different than earthly ones. In my view this relationship begins when one is introduced to Him by being born of the Spirit of God - it is all about having God living in us. Yet the idea that God "talks to us" in this relationship (as we talk to our friends) is one that can be confusing because it means so many things to so many people.
In the scriptures we see this relational communication in many ways. It is sometimes described as a still small voice or simply a sense in our innermost being of what the Holy Spirit is communicating to us. I have sensed God's voice both in prayer and not in prayer. I have heard Him speak to my innermost being with questions that have changed the course of my life. That said, I think that it is unique with each of us because we are all so different.
All that considered I think that the word 'personal' is a dangerous one when used in this context. A relationship with God is never personal in the sense that loving God always involves loving people. One really cannot love God in isolation. Reading through the bible one can readily see how this divine relationship can affect others.
Not sure that I am making sense here - guess it is difficult to tell someone else 'how' to have a relationship with God as words like love, faith and trust (things essential to relationship) mean something different to each of us. Yet those words do help us to understand what it means to know God. Perhaps I will write a bit more about this?