The gaps in the human ancestral fossil record are somewhat exaggerated. There have been thousands (I believe nearly 10k now) individual Hominini fossils found. (These are apes that branched where one lead to chimpanzees, and the other branch to us) But not all of these are our ancestors. All but one Hominina branch (our branch) died out. So when a Hominini is uncovered, it isn't necessarily an ancestor of ours. It's also difficult work solving this puzzle, and scientists have debated as new evidence is uncovered. But, as the number of specimens has grown, we have been able to build a more sensible and consistent model of how these hominids related to one another, and which ones were part of our successful (so far) evolutionary path. Wikipedia has a pretty good diagram showing a general overview. If God wanted us to believe that we had ancestors that didn't look like us, and that all life on Earth shares a common ancestor, he did a very good job. It's an incredible story, really.
It is a bit mind-boggling to think that not only did we humans come from other apes, but that further back, we ALL came from much simpler organisms ("we" here meaning all animals!). It is a very hard thing to accept, but it is what the evidence is strongly pointing towards.