The dictionary defines MY as "belonging to me." Two letters placed together to make a powerful and personal word. Our Lord is a personal God who longs to be known intimately.
As believers, we may know him and interact with him in corporate or group settings, which is needed and good. But Jesus Christ died and resurrected to redeem and restore a greater, more intimate and personal relationship. So in order to have the intended relationship God desires, there comes a point where our faith is our own. Where we have a daily and personal relationship with Jesus.
It's a beautiful and powerful connection when we are able to say, "My Jesus." Jesus desires to be our very best friend. He has made himself completely available to each and everyone of us. He is my Lord. My Savior. My Friend. My Rescue. My Hope. My Life. My God. My Helper. My Healer. My Joy. My Love.