Why is intimacy important? Essentially we were created for relationship with God. At the fall (Genesis 3) we were separated from Him because He is holy, and due to humanity's sin, we no longer are. However, the great drama of humanity starts as God divinely intercedes and prophesies that from Eve's loins would come a seed that would crush the head of Satan, the deceitful serpent of old. That seed, as we know, was Jesus. He came with love driven power and through His death and resurrection conquered death and Hades! As a result we can now confidently declare, "O death, where is your victory? O death, where is your sting?" (1 Corinthians 15)
We know from the scriptures that Jesus showed up to many people after His resurrection. Among these was Thomas, who we're told, put his fingers into Jesus' wounds. This reveals that Jesus, in His resurrected body, still bears the scars that paid for our redemption! According to the Book of Revelation, when John beheld Him in His glory, He looked like a Lamb as though it had been slaughtered. That beautiful man, Jesus, still bares the scars for my redemption.
There are many reasons to worship and pursue Him, but for me, this one reason is enough to love Him intimately for eternity to come!
Stephen's Article is a great resource, if you desire greater intimacy with Jesus.