For Christmas, I would like a yellow Hummer, a motorcycle of any kind, and the siding on my house to be changed to log-cabin style.

Websters defines indulge as "to yield to or satisfy (a desire); give oneself up to".

Jesus wants us to indulge in Him.
He says to eat of Him and drink of Him.
"To give ourselves up to Him" - as Websters would say...

He came to the world in person, as a baby, to ask for our hand in marriage because that's how proposals are done - by the person - not through someone else.  He's the bridegroom - and wants to rescue his bride (from indulging on other things).
This is the ultimate proposal - better than your name on a baseball stadium's scoreboard, better than your name written in the clouds, or on a blimp, or on TV...  God came down from heaven for you!
And He doesn't make your pockets any emptier, waistline any tighter, or following day any foggier.

"You're blessed when you've worked up a good appetite for God.  He's food and drink in the best meal you'll ever eat." Mt. 5:6  The Message
Indulging in our bridegroom allows us to see who we were created to be, to see others as God sees them,  and keeps me pretty content when I don't get my yellow hummer - until heaven...