This is the question that Arjuna asked Krishna in the 12th Chapter of the Bhagavad Gita. It depends on your frame of mind. If you are more inclined towards a particular form and you tend to be more emotional then yes you can worship a form of your choice. They call it ishta devata. But if you happen to be more intellectual then you can relate to that formless energy directly without the help of props like particular deities or idols.