The common thought is that we pray for things we want or changes we want to see happen. And this is 100% what we are supposed to do.
But why? What happens when we pray for something?
The purpose of prayer is to change us — not G-d. G-d is perfect and does not need to change.
The purpose of prayer is to bring us to emunah. To understand that G-d is in charge of the world (including the subject of our prayer) and that we need Him for everything (including the subject of our prayer).
When we understand this we have gained emunah and are fulfilling our purpose on earth.
Yitzhak Sasson 