Celie addresses her letters to God because Alphonso, the man she believes to be her father, has begun to rape her, and he tells her, "You better not never tell nobody but God. It'd kill your mammy." Obviously, Celie does not want to kill her own mother, and so she feels that she cannot tell anyone in a position of authority about the violence being done to her. She is only fourteen.
Celie says that she has "always been a good girl," and she hopes that, in writing to God, God can give her some kind of sign to let her know what is happening to her. She describes being raped by Alphonso, how her own mother is happier as a result because Alphonso leaves her mother, who is ill and tired with many children, alone. Soon enough, though, Celie delivers her first baby, a product of Alphonso's rape, and her mother dies soon after.
Celie is clearly afraid of Alphonso, and she believes that he took her baby and killed it in the woods. When she gets pregnant again, she believes the second baby will have the same fate. Celie needs someone she can talk to, and she's been ordered not to speak to anyone but God about what's happening to her, ordered by a man whom she believes to be capable of the worst kinds of violence. So, she writes to God.