And he went out, not knowing where he was going

Hebrews 11:8 
By faith Abraham obeyed when he was called to go out to the place which he would receive as an inheritance. And he went out, not knowing where he was going.

Abraham went out of his country away from his extended family, as he obeyed God. The context at that time is that God had not told Abraham the final destination. He knew God and obviously had a relationship with God already. But looking at the wrongs he did during various parts of his life after that initial call, we know that Abraham was far from perfected yet, when he first obeyed God to leave his country.

What this means is that it is possible to have a close relationship with God, while even though we know we are far from sinlessness nor perfection. We can have a deep relationship with God and hear what he says to us. Then our response is to obey and follow in faith. Living this way is the natural way to become what God wants us to be, as we will be transformed daily to be like him.