Jesus illustrated the joy God feels when a person lost in the world returns to Him, in the Parables of the Lost Sheep and the "Prodigal" Son:

"Suppose one of you has a hundred sheep and loses one of them.
Does he not leave the ninety-nine in the open country and go
after the lost sheep until he finds it? And when he finds it, he
joyfully puts it on his shoulders and goes home. Then he calls
his friends and neighbors together and says, 'Rejoice with me;
I have found my lost sheep.' I tell you that in the same way
there is more rejoicing in heaven over one sinner who repents
than over ninety-nine righteous persons who do not need to repent…

Jesus continued:

"There was a man who had two sons. The
younger one said to his father, 'Father, give me my share of the
estate.' So he divided his property between them.

"Not long after that, the younger son got together all he
had, set off for a distant country and there squandered his
wealth in wild living. After he had spent everything, there was
a severe famine in that whole country, and he began to be in
need. So he went and hired himself out to a citizen of that
country, who sent him to his fields to feed pigs. He longed to
fill his stomach with the pods that the pigs were eating, but
no-one gave him anything.

"When he came to his senses, he said, 'How many of my
father's hired men have food to spare, and here I am starving
to death! I will set out and go back to my father and say to him:
Father, I have sinned against heaven and against you. I am no
longer worthy to be called your son; make me like one of your
hired men.' So he got up and went to his father.

"But while he was still a long way off, his father saw him
and was filled with compassion for him; he ran to his son,
threw his arms around him and kissed him.

"The son said to him 'Father, I have sinned against heaven
and against you. I am no longer worthy to be called your son.'

"But the father said to his servants, 'Quick! Bring the best
robe and put it on him. Put a ring on his finger and sandals on
his feet. Bring the fatted calf and kill it. Let's have a feast and
celebrate. For this son of mine was dead and is alive again; he
was lost and is found.' So they began to celebrate."
         (Luke 15:4-7,11-24)

These stories come as close as words can to describing the boundless joy God feels when a once worldly person, of his or her own free will, repents and comes back home to Him. Note that the father in the parable did not prevent his son leaving him, and even gave him the means to do it, if that's what he wished to do. God has done the same thing by providing this magnificent world for us, where we can live independently of Him, if we wish to. Note also that the father didn't interfere with his son once he left home: it would have been easy for him to have sent out scouts to see how his son was, and to pay people to make his life a little easier, but he didn't do it; if he protected his son from the consequences of his actions he would never have been able to learn. God does the same thing with those who reject Him: He doesn't interfere in any way, coerce or punish - He totally respects people's freedom. But He does not protect them from the consequences of their actions either, because this would rob them of their opportunity to learn. God shows great restraint, but is rewarded when, one by one, his children come home to Him, and each time this happens there is a great celebration in heaven.

God doesn't follow us into our life apart from Him - He just waits patiently for us. He could, of course, see into our future if he wished, and know the exact moment we would return to Him. But I suspect He doesn't do that: for one thing, it would be intruding into our freedom, but more importantly, it would rob Him of the joy of being surprised by our return, as the father of the Lost Son was surprised. In this respect God is like a husband who knows where his wife is hiding his birthday present, and could easily find out what it is if he wanted to, but who restrains himself so as not to spoil the shared joy of the surprise on his birthday. Deep down, I feel certain that each time you truly give your love to God, you surprise and delight Him. . .