The questions you're asking are deeply philosophical and theological in nature, and different people, traditions, and religions have different perspectives on them. Here are some general thoughts to consider, but keep in mind there's a vast range of viewpoints out there:
Free Will and Dependence: Many religious traditions, particularly in the Abrahamic religions like Christianity, Judaism, and Islam, hold that God gave human beings free will because He values freedom and love. The idea is that true love can't be compelled or predetermined—it has to be freely chosen. So, in these traditions, God giving people free will doesn't contradict the idea of depending on Him. Instead, the hope is that people will freely choose to depend on Him.
Understanding God: The notion of understanding an infinite, eternal, divine being is, in itself, a profound challenge. Many traditions suggest that humans can't fully understand God due to our finite, limited perspective. Some people find comfort in faith, prayer, study, or community when wrestling with these questions. Others turn to philosophical or mystical traditions, which suggest different paths to understanding the divine. And, of course, some people find that agnosticism or atheism better fit their understanding of the world.
These are complex issues and people have been wrestling with them for millennia. It's perfectly normal to find them challenging and to have a lot of questions. If you're interested in exploring further, you might consider studying theology or philosophy, talking with a spiritual advisor, or reading some of the many books written on these subjects.