Pertaining to this, here's what we read about Gideon, in the book of Judges:
"Once again the people of Israel sinned against the Lord, so he let the people of Midian rule them for seven years. The Midianites were stronger than Israel, and the people of Israel hid from them in caves and other safe places in the hills. Whenever the Israelites would plant their crops, the Midianites would come with the Amalekites and the desert tribes and attack them. They would camp on the land and destroy the crops as far south as the area around Gaza. They would take all the sheep, cattle, and donkeys, and leave nothing for the Israelites to live on. They would come with their livestock and tents, as thick as locusts. They and their camels were too many to count. They came and devastated the land, and Israel was helpless against them.
Then the people of Israel cried out to the Lord for help against the Midianites, and he sent them a prophet who brought them this message from the Lord, the God of Israel: 'I brought you out of slavery in Egypt. I rescued you from the Egyptians and from the people who fought you here in this land. I drove them out as you advanced, and I gave you their land. I told you that I am the Lord your God and that you should not worship the gods of the Amorites, whose land you are now living in. But you have not listened to me.'
Then the Lord's angel came to the village of Ophrah and sat under the oak tree that belonged to Joash, a man of the clan of Abiezer. His son Gideon was threshing some wheat secretly in a wine press, so that the Midianites would not see him. The Lord's angel appeared to him there and said, 'The Lord is with you, brave and mighty man!'
Gideon said to him, 'If I may ask, sir, why has all this happened to us if the Lord is with us? What happened to all the wonderful things that our fathers told us the Lord used to do --how he brought them out of Egypt? The Lord has abandoned us and left us to the mercy of the Midianites.'"
-Judges 6:1-13
At the end of this passage, Gideon describes our familiar experience. He does so when he says "What happened to all the wonderful things that our fathers told us the Lord used to do --how he brought them out of Egypt?"
We can read about God parting the Red Sea, and him freeing the people of Isreal, in the book of Exodus. This happened before our time, and before Gideon's. So, we can relate, when Gideon makes this statement, while talking to the angel.
Job said a similar thing, in Job 42. God allowed all sorts of trials to fall on Job. Because he wasn't living a life of sin, Job was confused, and couldn't understand why God had allowed so many bad things to happen to him. God, eventually, revealed himself to Job. Once he did, Job responded, by stating that familiar experience, that we all have.
Here's what Job tells God, in Job 42:2-6:
"I know, Lord, that you are all-powerful; that you can do everything you want. You ask how I dare question your wisdom when I am so very ignorant. I talked about things I did not understand, about marvels too great for me to know. You told me to listen while you spoke and to try to answer your questions. In the past I knew only what others had told me, but now I have seen you with my own eyes. So I am ashamed of all I have said and repent in dust and ashes."
-Job 42:2-6
Job responds humbly to God; due to many of the ways that he addressed God, earlier in the book, when he had made certain accusations. It's a fascinating book to read. However, again, it's what he says, towards the end of this passage, that describe's that relatable experience, that we share with Job. He said "In the past I knew only what others had told me, but now I have seen you with my own eyes."
Like Job, what we know about God, is based on what we read in the Bible. We know what has been revealed to us. We know what we've read, and what we have been told.
So, our experience isn't unique. We have an experience that is similar to what some of the great examples, that we read about, had. Despite not being able to see him, we still know him. And just as those great examples were able to gain a close relationship with God, we're able to do the same. As it says in James 4:8, "Come close to God, and he will come close to you".
Once again, the Old Testament is filled with great examples of people doing this -- people choosing to follow God, and have a close relationship with him. I could point to many examples. However, in order to not write an entire book, I'll mention two.
Probably one of the greatest, and most detailed examples, is that of King David. His life is a great example because, when it comes to him, that's what we get. We get a snapshot of a man's entire life. King David is mentioned in multiple books, in the Old Testament. We, first, read about him when he's young, and we read about him, all the way until he became old, and died. God transformed his life; taking him from remote fields, as a shepherd boy, and made him into a literal king. God was with him, and gave him great victories, when he was a boy, and made him into a famously successful king.
Most of the book of Psalms, is composed of passages that King David wrote. There, he pours out his heart, in sincere fashion. We get to read about how he prayed, what his fears were, and how he praised God. In many passages, he calls for God's help. In others, he confesses his sins.
God made extraordinary promises to King David; despite him being guilty of terrible sins. He murdered a man, and committed adultery with that man's wife. However, despite these great sins, he's an example of what true repentance looks like, and how God responds to those who confess their sins, with a genuine heart. We witness King David's sincerity, and God's extraordinary mercy and grace. These things are the bedrock of how we are able to become God's friends, through Jesus. Once again, it's about entering into a relationship with God and his son. It's a friendship that is based on our sincere confession and repentance, and God's great mercy and grace. It's not only a friendship. We're invited to become his children.
You can read about King David, as well as many other kings, staring in 1st Samuel and going all the way through 2nd Chronicles. Many kings are mentioned, along with whether or not they were good or bad. You'll notice that, of all kings mentioned, King David is talked about, the most. And, as I've mentioned, before, the book of Psalms provides many passages that King David wrote. You'd be hard pressed to find any other single man, that is written about, more extensively, in the Old Testament. This type of extreme detail, allows King David to be viewed as one of the most detailed of all of the good examples. However, it's not just sheer volume, that makes King David's life, a life to take note of, it's what God says about him.