We're saved by grace through faith (Eph 2:8). "All depends on faith" (Rm 4:16). "Without faith, it is impossible to please" God (Heb 11:6). Only those who have faith conquer the world (1 Jn 5:5).
Clearly we must have faith in God. "Faith is confident assurance...and conviction about things we do not see" (Heb 11:1). Assurance and conviction about invisible things result from a personal relationship with Jesus and through Him to the Father and in the Spirit.
Faith is an assurance that comes from a good relationship. That's why faith comes through hearing (Rm 10:17). Personal relationship deepens as we communicate and listen to each other. In particular, we are able to hear the Lord especially through His word. Our experience of hearing Him in the Bible gives us a point of reference by which we can tell when we're hearing the Lord in other ways. Therefore, St. Jerome was right when he said: "Ignorance of the Scriptures is ignorance of Christ" (Catechism, 133). In other words, if we don't know the Bible, we'll have difficulty hearing the Lord. This in turn will make it difficult for us to have a deep personal relationship with the Lord.
Furthermore, this lack of depth in our personal relationship with the Lord means we will not have a strong, confident assurance. Our faith will be weak. In summary, to have the assurance which is faith, we need a deep personal relationship with the Lord. This comes from hearing Him, and our hearing is greatly helped by hearing God's word.