First and foremost, one of my biggest "lessons" from God was to learn about His Holy Name. God's name is Yahweh. After buying the Restoration Study Bible which replaces "LORD" in the text with Yahweh and "GOD" in the text with Elohim, I feel as if I know Him a bit better. It's taken me on a journey from worshipping and loving "God" to worshipping and loving YAHWEH -- bringing my relationship with Him to a new level of intimacy.
I am now on a first-name basis with my Sovereign.
God never wanted His name to be forgotten. Over the ages, the Jews have made it blasphemy to say the Holy Name, which is why they call Him "HaShem", which literally means "The Name" in Hebrew. The King James translators did not include the name Yahweh in their texts, apparently also keeping with the tradition that the name of YHWH was too sacred. Instead, they substituted the capitalized LORD and GOD for Yahweh and Elohim.
As a result, the Bible loses a lot of flavor in the text when Scripture exalts God's name -- and yet doesn't mention His name anywhere. Not only that, it loses a personal aspect of knowing God by name, rather than the cold, unreachable title of GOD.
The word "god" can also be attributed to graven images, false gods, and the like. The way to differentiate our God from other gods is to proclaim His NAME.
Knowing God's name also helps to further understand His son Jesus (who's Hebrew name is Yeshua). Yeshua literally means "Yahweh is Salvation". A lot of translators spell His name as Yahshua, thus incorporating "Yah", which is the poetic, shortened version of Yahweh.
The one place in all the Bible where the King James translators "missed" taking out the name of "Yah" is in Psalms 68:4, which reads:
Sing to God, sing praises to His name;
Extol Him who rides on the clouds,
By His name YAH,
And rejoice before Him.
I've always known God's name, however, I truly feel as if He wishes me to use His name more in prayer and to study His name more in Scripture. This is His answer to my prayer of wanting to get even closer to Him in my life. The first step to intimacy with the Most High is knowing His name and being comfortable calling Him Yahweh in prayer.