We need to learn to know Him so well that we feel safe when we have left our difficulties with Him. To know Jesus in that way is a prerequisite of all true prayer.
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.