Jesus' cry, "My God, my God, why have you forsaken me?" (Mark 15:34) has puzzled many. Jesus is actually quoting the opening line of Psalm 22 and using it to express His deep agony on the cross. He is suffering the penalty for our sin, in our place.
The penalty for sin is death (Romans 6:23). Death includes two dimensions—physical and spiritual. Physical death is the separation of the spirit from the body. Spiritual death is the separation of the spirit from God. Since Jesus was dying for our sin as our substitute, He was experiencing the agony of separation from His Father. It was the agony of hell.
There is an unfathomable mystery here. Jesus was both God and man united in one divine Person. He could not suffer and die with respect to His deity, but He could suffer the agony of separation from the Father and actually die physically with respect to His humanity. And He did, that we might, through repentance from sin and faith in Him as our Savior and Lord, be forgiven of our sin and reconciled with God.
"We all, like sheep, have gone astray ... and the Lord has laid on him the iniquity of us all" (Isaiah 53:6).
Our greatest need is for forgiveness—and Christ came to make that forgiveness possible. Christ bridged the gap between God and man, and by faith in Him that gulf can be erased and we can come to know God personally. Faith is not just an idea in our minds or even a conviction in our hearts. It is a commitment of our lives to God and His truth.
Let God's Word, the Bible, be the source of your understanding about God and His love. But beyond that, open your heart to Christ and commit your life to Him. It is the most important step you will ever take.