This is one of the most honest questions a person can ask. If you've ever prayed it through tears, you're in good company — the Psalmist did, and so did Mother Teresa.
The Christian answer has two parts. First: God has shown himself. "The Word became flesh and dwelt among us" (John 1:14). The Incarnation is not God playing hide-and-seek; it is God walking into the room.
Why not more obvious?
Pascal observed that God gives "enough light for those who desire only to see, and enough obscurity for those who have a contrary disposition." Overwhelming evidence would produce compliance, not love. A God who appeared in the sky every Tuesday would have worshipers — but not friends.
The Orthodox lens
The Fathers call this divine condescension (συγκατάβασις): God meets us at our capacity, not his. St. John Chrysostom uses the image of a parent stooping to a toddler's level — not less love, more love. The icon, the Eucharist, the still small voice — God reveals himself in ways small enough to be received.
A pastoral word
If God feels hidden right now, that is not necessarily evidence of his absence. Some of the deepest saints — John of the Cross, Mother Teresa, Silouan — walked through long darkness and found Christ in it, not past it. "Keep thy mind in hell, and despair not."