I have been told that God has no form, and also, I have not seen God in any form. So why am I worshipping Krishna as the God of form?

Is there anything wrong with God if He has the form? What are you talking about? Krishna tells in the Bhagavad-Gita that He has the form (9-24). But Krishna has no material body made of bones and flesh like human beings, asna viram suddham apapa viddham - means His body does not have veins, which means there is no blood or muscles. Krishna is almighty and, there is nothing that can control Krishna; hence He is the Supreme Controller, paramesvarah. People accept Krishna as God, at least in India, but their mistake is to believe that Krishna has a body made up of muscles and skeletons. There is a lot of speculation in intellectual circles with respect to God and His form. A lot of illiterate people come up with a lot of ideas about the form of God. Just as watching is not always believing, reading, or listening to fake books and television commercials, it is also not believing. You have heard that God does not have any form of unauthorized persons. There are authentic scriptures given by Shri Krishna Dwaipayana Vyasa deva, the Vedic scriptures, sruti, and innumerable scriptures by other bonafide spiritual teachers, smrti, all of who say God is the Supreme Person. One has to refer to those ancient books to understand the name of God, qualities, forms, attributes, etc., and not some slacker who deceives people with scholarly knowledge or by performing magic tricks producing ashes, etc. and proclaiming themselves to be the walking God; but no, they can never become one! His works do no more than disturbing society. It is indicated in the sastra.

aikantiki harer bhaktir utpatayaiva kalpate

"Devotional service to the Lord who ignores authorized Vedic literature like Upaniñads, Puranas, Bhagavatam, Bhagavad-Gita, and Narada-pancaratra is simply a useless disturbance in society". Therefore, in conclusion, God has form, name, leisure, and environment. Krishna stated in the Bhagavad-Gita.

na 'ham prakasah sarvasya yoga-maya-samavrtah
mudho 'yam nabhi janati loko mam ajam avyayam

“I never manifest to the foolish and unintelligent. For them I am covered by My internal potency, yoga maya, and therefore they do not know that I am unborn and infallible”.