So you can easily understand what and how much this commandment requires. A person's entire heart and all his confidence must be placed in God alone and no one else. For to "have God," you can easily see, is not to take hold of Him with our hands or to put Him in a bag like money or to lock Him in a chest like silver vessels. Instead to "have" Him means that the heart takes hold of Him and clings to Him. To cling to Him with the heart is nothing else than to trust in Him entirely.
The Large Catechism, 13-15
