Having a relationship with Jesus is a bit like my relationship with my brother, when he goes overseas. A few weeks ago my brother travelled to the US for a few weeks. While he was away, I couldn’t see him or touch him, but I still knew he existed and we could still communicate via email and phone.
In a crude sort of way, Jesus has gone overseas. After his death and resurrection, he returned to heaven to be with his Father, and one day he will return to take all his people to be there with Him. In the meantime, we can still communicate with Jesus by praying and reading his written Word to us, the Bible. The fact that he is absent from us in bodily form does not mean that we can not have a relationship with Him.
The question arises then … what sort of relationship is it? The first thing to be said is that it is not a relationship of equals. Jesus is the Son of God, the one to whom every knee should bow, and every tongue confess, that Jesus is Lord (Philippians 2:10-11). This type of position calls for us to acknowledge his right to be in authority over us. However, Jesus doesn’t use this authority to oppress us, but rather “he humbled himself and became obedient to death—even death on a cross” (Philippians 2:8). He dies for us in order to save us. He used his power in order to rescue and deliver us.
So in a nut-shell, a relationship with Jesus involves acknowledging him as Lord and trusting him to save us. Such a relationship will have numerous flow-on effects for every aspect of life.
For more info try http://www.christianity.net.au/you/what_is_a_christian
Answers are kindly provided by our friends at Christianity.net.au