One of the most comforting things about prayer is that our requests are being made known to an all-powerful and sovereign God. We can have absolute confidence that our prayers will not go unanswered and that God will accomplish his own purposes because he is in control of everything. A great example of this is seen in Acts 4 where the early believers, praying in the face of persecution, addressed God as "Sovereign Lord, who made heaven and earth...." They were recalling God's absolute power in order to assure themselves that they had nothing to fear, and that God was in control of every factor of life (cf. v.28). In fact, if God is not absolutely sovereign, if he doesn't control everything that comes to past, then what's the point of praying in the first place? I think it was B.B. Warfield who once said, "Every Christian is a Calvinist when they're on their knees." But, if God is in control of everything, and his purposes will be accomplished no matter what we do, we also are tempted to ask the same question. What is necessary is a proper Biblical perspective on prayer:
Prayer is commanded.
The first and most important reason why we as Christians should continue in prayer is because it is explicitly commanded in Scripture. That this alone is reason enough for us to pray can go without saying. Even if praying makes absolutely no sense to us whatsoever, we still should do so because God said so. Growing up, I always vowed that I'd never say to my future kids, "Do it cause I said so!" Sadly, now that I have two of my own, I find myself saying those very words. But I don't think this is how Scripture presents the command for prayer. Indeed, there are many good reasons given for us to pray.
Prayer is part of our gratitude.
When the Heidelberg Catechism asks in question #116, "Why is prayer necessary for Christians?" it first answers by saying, "Because it is the chief part of our thankfulness which God requires of us...." Prayer is how we respond to God's initial, unsolicited saving actions for us. Like the one out of ten lepers who actually came back to thank Jesus for the healing (Luke 17), prayer is our way of saying "thank you" to Christ for his total and complete salvation.
Prayer is necessary.
The Heidelberg Catechism goes on in its answer in #116 by saying regarding prayer: "God will give his grace and Spirit only to those who earnestly and without ceasing ask them of him and render thanks unto him for them." In other words, if we do not ask, we will not receive (Matthew 7:7-11; James 4:2). This is not meant to imply that God is somehow dependent on us to accomplish things, but rather, that he is pleased to use prayer as a means to do so. So prayer is not equivalent to thinking good thoughts or visualizing our potential... it actually works. Of course, the only way that this is possible is through the mediating prayer of Christ our intercessor (Hebrews 7:25) and the Spirit (Romans 8:26).
Prayer is mysterious.
When everything has been said and done; after all the reasons have been given, there still remains in prayer an element of mystery. This is, of course, because prayer involves speaking to God. God is transcendent, that is, he is above all of our highest thoughts; he cannot be comprehended. His ways are not our ways, his thoughts are not our thoughts (Isaiah 55:8). We as finite, temporal beings cannot even begin to fathom the depths of God's actions, but we can trust his word, and know that he is for us and not against us.