Many throughout history have asked why God, if He exists, doesn't just appear to everyone visibly, and say that He is real, and that He wants us to do this, or that. This is often labeled the problem of the silence of God, or Divine Hiddenness.
One of the most famous answers to the question of Divine Hiddenness comes from the theologian and philosopher Blaise Pascal (1623-1662 AD), who wrote:
Blaise Pascal - Pensées #430
God has willed to redeem men, and to open salvation to those who seek it. But men render themselves so unworthy of it, that it is right that God should refuse to some, because of their obduracy, what He grants to others from a compassion which is not due to them. If He had willed to overcome the obstinacy of the most hardened, He could have done so by revealing Himself so manifestly to them that they could not have doubted of the truth of His essence; as it will appear at the last day, with such thunders and such a convulsion of nature, that the dead will rise again, and the blindest will see Him.
It is not in this manner that He has willed to appear in His advent of mercy, because, as so many make themselves unworthy of His mercy, He has willed to leave them in the loss of the good which they do not want. It was not then right that He should appear in a manner manifestly divine, and completely capable of convincing all men; but it was also not right that He should come in so hidden a manner that He could not be known by those who should sincerely seek Him. He has willed to make Himself quite recognizable by those; and thus, willing to appear openly to those who seek Him with all their heart, and to be hidden from those who flee from Him with all their heart, He so regulates the knowledge of Himself that He has given signs of Himself, visible to those who seek Him, and not to those who seek Him not. There is enough light for those who only desire to see, and enough obscurity for those who have a contrary disposition.
Above, Pascal argues that God has made the world in such a way as to parse those who want to seek Him from those who do not. For those who want Him, there is enough to find Him (Hebrews 11:6).
This is because God is not really "hidden", according to Scripture, because His fantastic creation bears witness to every person that He exists (Psalm 19:1-4), so that they are without excuse (Romans 1:18-21). For the sincere, earnest seeker of truth, this is enough.
Likewise, God has given us prophecy, and the resurrection of the Lord, as proof that He is intimately involved in the world's affairs. God has chosen to deal with His creation through prophets, and lastly, His Son (Hebrews 1:1-2).
Repeatedly in Scripture, God makes clear that He deems the witness that He has provided, in each individual circumstance, to be sufficient:
Matthew 12:38-40
38 Then certain of the scribes and of the Pharisees answered, saying, Master, we would see a sign from thee.
39 But he answered and said unto them, An evil and adulterous generation seeketh after a sign; and there shall no sign be given to it, but the sign of the prophet Jonas:
40 For as Jonas was three days and three nights in the whale's belly; so shall the Son of man be three days and three nights in the heart of the earth.
Luke 16:27-31
27 Then he said, I pray thee therefore, father, that thou wouldest send him to my father's house:
28 For I have five brethren; that he may testify unto them, lest they also come into this place of torment.
29 Abraham saith unto him, They have Moses and the prophets; let them hear them.
30 And he said, Nay, father Abraham: but if one went unto them from the dead, they will repent.
31 And he said unto him, If they hear not Moses and the prophets, neither will they be persuaded, though one rose from the dead.
John 5:45-47
45 Do not think that I will accuse you to the Father: there is one that accuseth you, even Moses, in whom ye trust.
46 For had ye believed Moses, ye would have believed me: for he wrote of me.
47 But if ye believe not his writings, how shall ye believe my words?
Above, we see that God gives precisely the amount that He wants to give, seemingly for reasons at least similar to those explained at the beginning of this article by Blaise Pascal. And, we cannot forget that Jesus Christ Himself was speaking in the above passages. Some of the most hardened people to ever live were those who saw the Lord in person, and even watched Him perform miracles, yet stubbornly rejected Him anyway, and eventually put Him to death.
God has created a situation in which free will is meaningful. It is a situation which parses those who He wants to be with for Eternity, from those who He doesn't want to be with, and vice versa.