Prayer is a direct communication to God, like picking up the phone and calling your friend. And He wants us to talk to Him. He’s never too busy or too tired to talk to us.
The apostle Paul wrote to advise the Philippians,
Do not be anxious about anything, but in every situation, by prayer and petition, with thanksgiving, present your requests to God. And the peace of God, which transcends all understanding, will guard your hearts and your minds in Christ Jesus. – Philippians 4:6,7
God wants us to come to Him, He delights in us coming to Him for any and all of our needs, no matter how trivial we think it is. I know that I struggle sometimes with thinking that something is either too small for such a mighty God to concern Himself with, or sometimes it’s too big. Sometimes I find myself thinking that whatever this situation is it’s too big and too important for me to let someone else handle it – it’s my struggle with the need to control my life. When, in reality, I am never in control of my life or my plans. God is and always will be. And that’s a good thing because He knows everything – past, present, future – so only He knows what is truly the best thing for me.
Prayer brings us closer to Him. He can reveal Himself to us through our prayers.
In Luke chapter 11, Jesus tells His disciples a parable about how to pray and He gives an example about a man going to his neighbor in the middle of the night to ask for a loaf of bread to give his guest. God wants us to be that guy who comes to Him, no matter the time of night, no matter what the proper social etiquette is, He wants us to come to Him all the time for everything.
I tell you, even though he will not get up and give you the bread because of friendship, yet because of your shameless audacity he will surely get up and give you as much as you need. – Luke 11:8
It’s because of the shameless audacity, the boldness that this man gets bread. It’s like God is telling us to be that bold and shameless with Him. There’s nothing He doesn’t already know, but that doesn’t mean He doesn’t want us to talk to Him, ask him for things, admit our mistakes to Him.
So I say to you: Ask and it will be given to you; seek and you will find; knock and the door will be opened to you. For everyone who asks receives; the one who seeks finds; and to the one who knocks, the door will be opened. – Luke 11:9,10

Well said.