Abraham lincoln said, "i hope to have god on my side, but i must have kentucky." what did he mean by this?

Lincoln is making it clear that he is not very fond of the common political parlance of trying to justify your cause by appealing to a higher moral power. Instead of speaking to absolute principles, Lincoln is trying to convince voters in border states of the rightness of his cause. This is out of practicality, as Lincoln needed the border states on his side and not the South's.

Abraham Lincoln himself was on a personal level against slavery, but as president he had to be very careful how to act on that belief. He was the President of a nation so he couldn't not act rashly. The slavery at the time was still legal in Kentucky and he could not risk Kentucky seceding so it was important to keep the borders intact. This is why Lincoln did not issue the Emancipation Proclamation sooner. That is what he meant with this statement as he hoped God would be on his side but to win the war he had to have Kentucky as a part of the Union.