The Bible says what can be known of God should be clear to anyone who studies what he has made. The clockwork mechanism of the universe, the laws of physics, the functioning of the human anatomy and so on reveal evidence of a Creator. Those who fail or refuse to discern God and his unlimited divine power and wisdom, by observing creation, are without excuse (Romans 1:18 - 20).
Why is it that he wants us to search for him? Why does he not remove all doubt about himself by coming to each of us personally and introducing Himself? One reason God does not do this is that human nature generally does not value or fully appreciate something that comes to it cheaply or without costing something (time, money, effort, etc.).
Once someone establishes the existence of a Creator the next step is to discern the meaning and purpose of his or her lives as it relates to him. This requires searching and discovering the true meaning of life. The writer of Proverbs 25 states that the Eternal knowingly conceals things so that we may search them out (Proverbs 25:2).
Searching for him
The Apostle Paul began his first message to those in Athens (Athenians worshipped multiple pagan deities) by stating God wants humans to search Him out because of the character it builds.
In order that they might seek the Lord, if perhaps they might feel after Him and might find Him; though truly, He is not far from each one of us (Acts 17:27).
Your question shows that you are on the track to finding the true God, as there are many deities (all of which are false) available for us to find. For most humans, their "deity" is the person, idea, or desire that occupies the uttermost respect and love in their minds. For some, it is sex, or possibly money, or power, or even another human being.
Common flaw
There is a common flaw in religions such as Zoroastrianism, Hinduism, Buddhism, Islam and even modern Christianity that say they know God. This fatal flaw is that these religions give human beings a philosophical excuse for an almost complete lack of personal responsibility. According to such belief systems, it is not necessary to strive to achieve one's potential to be "saved" or to reach Nirvana.
There is also an element of "magic" that is in these religions. It is that human beings are powerless to overcome the call of the deity. One can become part of a group that believes these fantasies and pretend to be in on the magic. Such things lead to philosophical and mental stagnation and hypocrisy, and, of course, do not lead to the true God.
The Bible does reveal real answers to all the major philosophic questions such as why man exists and what is his destiny. These answers are available to those who read it with a truly open mind and ask help to understand its profound lessons. It is not easy, but any person can do it if they willing to seek God out.
Finding the answers to the basic questions of life along with the strongest motivation possible to strive to reach your potential is the immediate reward for the search. Trust in God and ask Him to help you find Him. If you seek after him, you will find him and he will reveal himself to you (Matthew 7: 7 - 8, 11).