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As central as prayer is to the Christian life, there is a great deal of confusion over its purpose. Many believe that prayer is God’s prescribed method of asking Him for things. Others believe that prayer is simply communication with God. Still others believe that prayer is a way to learn God’s will. In reality, prayer is all of these things and none of these things. Prayer is asking God for things, communicating with Him, and a way to learn His will, but it isn’t ONLY any of these. Reducing prayer to any one of these (or any other number of descriptions) misses the most important part of why God has ordained that prayer should be regularly employed by His people. Prayer isn’t for God’s sake, it’s for ours.
A question always seems to surface when the subject of prayer is brought up: Does prayer change anything? I often wonder what people mean when they ask this question. Sometimes when I am asked this question, I respond with another question: “How would you know?” In other words, how can you ever really know—whether you pray or not—if the outcome of a particular situation would have been any different? We don’t get to run events in reverse and apply different variables to see if it changes the end result. We pray, in the first place, not because we want to see things change, but because God has commanded it.
We might ask, “What if [my prayer] doesn’t do anything?” That is not the issue. Regardless of whether prayer does any good, if God commands us to pray, we must pray. It is reason enough that the Lord God of the universe, the creator and Sustainer of all things, commands it. 
God ordains the end and the means. One of those means is prayer. We can’t achieve the ends of God’s sovereign decrees by ignoring the very means He has ordained to accomplish them. We can’t get from Tulsa to Wichita without traveling the road that connects them. When people ask if prayer changes anything what they really want to know is whether it is possible to get to Wichita by a different route. We’re more than happy to travel on the shortest and most direct course when the sun is shining and the road is clear, but when the clouds roll in and the snow begins to fall and the road gets dangerous, we begin to look for alternate routes. This is when prayer enters the picture for most Christians. Prayer is the emergency brake, reserved only for those special desperate occasions when we can’t stop the car with the usual method.
But doesn’t God know this? Isn’t he sovereign every minute of every hour and every hour of every day? Isn’t even our vehicular panic syndrome a part of His divine will? If God already knows everything that’s going to happen, why should we bother informing Him of our predicament? It’s not like there’s some bit of new information that we can add that will help God make a better decision. What is it that we really want to know when we ask if prayer changes things? Let’s be honest, what we are actually seeking when we ask this question is a justification for not praying. We are looking for a practical reason to disobey God’s command to commune with Him. We just don’t see the point in praying if God already knows (and has ordained) the outcome of every event. When we do this, we begin to view prayer as what it can do forus, not to us.
There is something erroneous in the question, “If God knows everything, why pray?” The question assumes that prayer is one-dimensional and is defined simply as supplication or intercession. On the contrary, prayer is multidimensional. God’s sovereignty casts no shadow over the prayer of adoration. God’s foreknowledge or determinate counsel does not negate the prayer of praise. The only thing it should do is give us greater reason for expressing our adoration for who God is. If God knows what I’m going to say before I say it, His knowledge, rather than limiting my prayer, enhances the beauty of my praise. 
The unfortunate reality is that most Christians don’t pray because they have a very limited view of the purpose of prayer. For a large majority of those in the Church, prayer is nothing more than a grown-up version of a Christmas list. We go to God with a catalog of selfless (and selfish) wants and needs—Grandma’s surgery, Bob’s new job, Mary’s marriage, Timmy’s baseball game, etc—but we never once ask why God has commanded us to pray. Prayer is not about changing the circumstances, it’s about changing us. Will our prayers really bring reconciliation into Mary’s marriage? They might, but only if God has ordained it to be so. If they don’t, are we to assume that our prayers have been ineffectual? Absolutely not. Prayer is not designed to conform God to our will, but us to His. Prayer does indeed “change” things; it changes us, and a changed “us” changes everything else. “Jesus answered and said to them, ‘Truly I say to you, if you have faith and do not doubt, you will not only do what was done to the fig tree, but even if you say to this mountain, “Be taken up and cast into the sea,” it will happen. And all things you ask in prayer, believing, you will receive’” (Matthew 21:21-22).
Prayer is not magic. God is not a celestial bellhop ready at our beck and call to satisfy our every whim. In some cases, our prayers must involve travail of the soul and agony of heart such as Jesus Himself experienced in the Garden of Gethsemane. Sometimes the immature Christian suffers bitter disappointment, not because God failed to keep His promises, but because well-meaning Christians made promises “for” God that God Himself never authorized… [T]here is more to receiving what we desire from God than the mere asking. Trust in God is not enough. There must be proper reverence for God, obedience to His will, and an ongoing communion with Christ. The request must be made in accordance with His nature and character.
The Bible enjoins us to pray “in the name of Jesus.” The invoking of Jesus’ name is not a magical incantation; its significance lies deeper. In the culture in which the Bible was written, a person’s name indicated his attributes and character. To ask for something in Jesus’ name is not to add a phrase at the end of a prayer. Rather, it means that we believe that our request is directed to our Great High Priest, our Intercessor. 
One of the best descriptions of the purpose of prayer can be found in Arthur W. Pink’s book, The Sovereignty of God. Since Pink immensely helped me in this area, and I can add nothing to his eloquent conclusion on the topic, I will allow him to have the final word. In the closing words of his chapter entitled “God’s Sovereignty and Prayer,” Pink writes this:
Prayer is not so much an act as it is an attitude—an attitude of dependency, dependency upon God. Prayer is a confession of creature weakness, yea, of helplessness. Prayer is the acknowledgment of our need and the spreading of it before God. We do not say that this is all there is in prayer, it is not: but it is the essential, the primary element in prayer. We freely admit that we are quite unable to give a complete definition of prayer within the compass of a brief sentence, or in any number of words. Prayer is both an attitude and an act, a human act, and yet there is the Divine element in it too, and it is this which makes an exhaustive analysis impossible as well as impious to attempt. But admitting this, we do insist again, that prayer is fundamentally an attitude of dependency upon God. Therefore, prayer is the very opposite of dictating to God. Because prayer is an attitude of dependency, the one who really prays is submissive, submissive to the Divine will; and submission to the Divine will means, that we are content for the Lord to supply our need according to the dictates of His own sovereign pleasure. And hence it is that we say, every prayer that is offered to God in this spirit is sure of meeting with an answer or response from Him… Prayer is not the requesting of God to alter His purpose or for Him to form a new one. Prayer is the taking of an attitude of dependency upon. God, the spreading of our need before Him, the asking for those things which are in accordance with His will, and therefore there is nothing whatever inconsistent between Divine sovereignty and Christian prayer.