Prayer is a curious thing. In and of itself, it has no power. It is not some form of mental or emotional exercise which will make us feel better. It is communicating with the creator of all things, that by that communication the omnipotent God he might intervene. Not that we can manipulate God into carrying out our every wish, like a genie in a bottle. How he answers our prayers is up to him and his will. He won’t necessarily grant us what we want, but may tell us “no” or “wait” or even nothing at all. He knows what is best for us, even if we ourselves might not and so his answers might confuse and perplex us, but then we should trust him.
Yet at the same time, God knows what we will pray for already before we even pray, whilst he still asks us to pray. This, I think, is the crux of prayer. God delights to hear the prayers of his people. Those who have put their faith in his Son and approach him through the Lord Jesus Christ. Those who can approach him as their heavenly Father.