If you’ve ever wrestled with that question, perhaps the thoughts of the 19th-century preacher R. A. Torrey can help. Among the reasons he gave for prayer are these:

Besides these reasons, it’s enough to read the command in 1 Thessalonians 5:17, “Pray without ceasing,” and realize that God wants us to talk with Him.   Yes, He is all-knowing, but He also desires our fellowship.   When we seek God’s face in prayer, we strengthen our relationship with Him. That’s the most important reason to pray.   (Our Daily Bread, November 25, 1998)

So by this method, which was full of experience, he gave them a living pattern of prayer which contained concise sentences suitable for expression before the throne of Grace.

"And when thou prayest, thou shalt not be as the hypocrites are: for they love to pray standing in the synagogues and in the corners of the streets, that they may be seen of men. Verily I say unto you, They have their reward.
But thou, when thou prayest, enter into thy closet, and when thou hast shut thy door, pray to thy Father which is in secret; and thy Father which seeth in secret shall reward thee openly.
But when ye pray, use not vain repetitions, as the heathen do: for they think that they shall be heard for their much speaking.
Be not ye therefore like unto them: for your Father knoweth what things ye have need of, before ye ask him.
After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name.
Thy kingdom come. Thy will be done in earth, as it is in heaven.
Give us this day our daily bread.
And forgive us our debts, as we forgive our debtors.
And lead us not into temptation, but deliver us from evil: For thine is the kingdom, and the power, and the glory, for ever. Amen." (Matthew 6:5-13)

This pattern, simple in wording but deep in meaning is called "The Lord's Prayer" in reference to the Lord who taught it. It consists of the following:

"Our Father which art in heaven."   This exclamation places us in the position of the wonderful relationship which the Lord Jesus came to establish between us and the Father.   It contains the secret of redemption which is that Christ saves us from the curse so that we become children of God.   It contains also the secret of regeneration, which is that the Holy Spirit by the new birth gives us new life.   There is in it also the secret of faith.

We understand from this introduction that prayer is the fellowship of personal love between the one who prays and the Lord God.   The basis of its power and growth is the knowledge of the Fatherhood of God revealed by the Holy Spirit.   So we must meditate long and profoundly upon these words "Our Father in Heaven," until the Holy Spirit fills our hearts with their spirit and truth.   Then we speak to God in this way as from "inside the curtain," in the sanctuary of secret power, where prayer can avail much.

"Hallowed be thy name, thy kingdom come, thy will be done."

The aim of the first request is that mankind should sanctify the name of the Father in their hearts, their thoughts, and with their tongues.   The second request is a natural result of the first.   When the name of God is sanctified in hearts, thoughts and by words, his authority is spread abroad.   The third request means the complete surrender of man to God.   The will of God carried out in heaven and Christ teaches us to pray that God's will be carried out on earth, as it is in heaven, in the spirit of worship and complete obedience.   The will of God is the glory of heaven and its performance heaven's delight.   When this Will is carried out the Kingdom of God comes to the heart.

The first deals with the needs of the body: "Give us this day our daily bread."   Its purpose is to give to the body that which is necessary for life, in order to make it possible for man to carry out his spiritual duties.

The second request concerns forgiveness: "Forgive us our debts."   For even as bread is the first necessity of the body, so the first necessity of the soul is forgiveness.   For truly, though we are God's children we are also sinners, and our right to come to the Father is based on the blood of Christ which obtained forgiveness for us.

The third request, "Lead us not into temptation, but deliver us from evil," deals with sin and its deceptions which draw us into temptation.   This request carries its own special obligation, because the one who utters these words must flee from temptation.

This contains the reason for the whole prayer.   We offer it to God because He is King, that is, he has the power and complete authority over the world and he has power to answer these petitions.   Glory is his and we ask these things for his glory.

After explaining the pattern for prayer, Christ exhorted people to bring their requests to God. He said "Ask and it will be given to you; seek and you will find; knock and the door will be opened to you" (Matthew 7:7). He followed the exhortation with the definite assurance that whoever asks will receive and he who seeks will find. It is as if the Lord wanted to impress upon our minds the fact that prayer has an unchangeable law; namely that whoever asks receives.

If one asks and does not receive it means something is hindering his prayers. This may be lack of assurance that God is near those who call upon him. It might be a state of doubt in the mind of the one who prays, since he who doubts cannot possibly receive anything from God. There may be the hindrance of sin which the one who prays has not confessed to God, for sin veils the face of God from man.