My mother loves to tell the story of when I was about four-years old, of telling my older sister and I to stay seated on the back porch steps while she went to the front of the house. Mom turned the corner but hesitated just a few seconds and then peeked back around to see how well we obeyed. My sister sat, as Mom tells it, with her hands folded in her lap and had barely blinked. I, on the other hand, was already off the steps and out in the yard... completely disobeying my mother. She laughs when she tells that story and concludes it with, "Oh... that was not the last time he disobeyed me!"
I know there are times as an adult, when I've known the right thing to do, but again, I've gotten off the steps and disobeyed God and chose to follow my own plan. As I have matured in my faith, hopefully those times are fewer and further between. Disobeying my mother or being disobedient to God has as its core the same issue: allowing my self to direct my will. I still struggle with that.
Albert Edward Day wrote in Captivating Presence, "Every obedience, however small (if any obedience is ever small) quickens our sensitivity to him and our capacity to understand him and makes more real our sense of his presence."
Want to feel the closeness of God in your life? Know His Word, seek to live His Word, and be obedient to His Word. Start small if you have to, and continue to work up to be obedient in all things.