How exactly does one worship something one cannot define, something for which one has no coherent definition? How could this possibly be distinguished from worshiping nothing? It would seem to me that the best someone could do would be to worship a vague idea of this undefined something. And where would such an idea come from? Undoubtedly, it would be influenced by many sources (e.g., a text, the teachings of one's parents or one's church). But at root, it would come from one's own mind. It would be one's interpretation of various sources, blended to form a conceptualization that would be similar but not identical to that of other devotees.
Suppose I were to tell you that I worship love. You'd probably ask me to explain what I meant by "love" in this context. When I told you that I couldn't define love and that it was beyond my comprehension, you'd be right to wonder what I could possibly mean by claiming that I worshiped it.
Now what if I were to tell you that I worshiped my own unique understanding of love based on my personal experiences with it? You would then expect that I might be able to provide a coherent definition of my understanding of love. If I couldn't, you'd be right to dismiss me as a moron. But you'd also be right to wonder if I wasn't more than a little narcissistic for worshiping my own idea. You might wonder how different this was from saying that I simply worship my own mind.
We atheists sometimes get bogged down in trying to decipher Christianspeak as if it was anything other than nonsense. Perhaps the Christian who insists that he or she has a "personal relationship" with Jesus is not really referring to someone who either never lived at all or who lived briefly and has been dead for over 2,000 years. Instead, maybe this Christian is describing a form of self-love (i.e., I love my own idea of what this particular entity might be). Could that be why many are so reluctant to give up such beliefs?