God gave every mitzvah to our nation at Sinai. Each one is important because each one is a "decree of the King."
Let me explain with a parable. Imagine that the President calls you to his office and gives you a strange gadget. He tells you to take the gadget home, put it by the open window, turn it on every day between four and five in the afternoon, and that it's a matter of national security. He promises you a great reward if you continue to do your task faithfully every day. You would certainly do it, even though you didn't understand why, because you know that the President has access to special information and technology that you don't have. You would feel sure that somehow this gadget has some function that, even though you don't understand it, is crucial for national security.
So too, even though we don't understand the ultimate reason for all the commandments, but since God Himself told us to do them and told us that they are so important, we certainly believe Him. He took us out of slavery in Egypt and gave us the Land of Israel in order for us to do the commandments; as the Torah says regarding the laws of keeping kosher, that we should observe them, "Because I am the Lord your God, who raised you up out of the land of Egypt to be your God." (Leviticus 11:45)
We are not to "pick and choose," but rather to do all the commandments, as God said: "You shall observe all My statutes and all My laws and do them, so that the Land to which I am bringing you to settle upon will not vomit you out." (Lev. 20:22) We see from this verse that our national security in the Land of Israel depends on fulfilling these laws. Not only that, but they are also our ticket to life in the Next World, as the verse says, "You shall keep My statutes and My laws, which a person will do them and live eternal life through them." (Lev. 18:5)
