We all need God; we need to know He loves us, and we need to know He is with us. Most of all, we need His forgiveness, and we need to discover the hope only He can give us for the future.
But when we leave Him out of our lives, a giant hole is left in our souls. And no matter how hard we try to fill it -- with things, or pleasures, or work or relationships -- the hole is still there, and our hearts are still empty. Many people spend their lives trying to fill that empty place, but never succeeding -- because they never seek God. This is why the Bible urges us to "Seek the Lord while he may be found; call on him while he is near" (Isaiah 55:6).
The most important truth I can tell you is that God knows your heartache -- and He loves you, and yearns for you to find Him. And He has done everything possible to make this happen! He did this by sending His Son, Jesus Christ, into the world to bring us back to Himself. Jesus did this by bridging the gap between us and God -- a gap caused by our sin.
Don't keep searching in the wrong places for the peace you seek. Instead, by a simple prayer of faith ask Jesus Christ to come into your life. Then ask Him to lead you to a church where you can meet other believers, and grow in your faith through learning His Word.