For I desire goodness, and not sacrifice; and the knowledge of God more than burnt-offerings.
The vast majority of people seem to believe that the way to God can be found through forms and rituals. This is how all of the world's religions work. The individual approaches their god through sacrifices, rote prayers, and various other religious exercises, that give one a false sense of God's favor.
Sadly, many who call themselves Christians also approach God in this way. They pride themselves on all of the religious rules and forms that they maintain, thinking that this is what God desires.
God desires us to know Him intimately. This is what eternal life is, knowing God, through Jesus Christ (John 17:3). He cannot be found through all of our empty traditions. We worship in Spirit and truth (John 4:23-24). The pursuit of God is carried out by faith, as we humbly submit ourselves to Jesus Christ, allowing Him to form Himself in us.
Exercising justice, and compassion are what God really wants from us, as we walk humbly with Him. This far exceeds all the sacrifices and offerings we could ever bring to God (Micah 6:6-8).