To pray is to open the door unto Jesus and admit Him into your distress. Your helplessness is the very thing which opens wide the door unto Him and gives Him access to all your needs.
God alone fully understands what each one of us needs; we make mistakes continually and pray for things which would be harmful to us if we received them. Afterwards we see our mistakes and realize that God is good and wise in not giving us these things, even though we plead ever so earnestly for them.