Why do we pray? We pray for what we want, certainly.
(There's nothing wrong with that, as long as we add, "Your will be done.") 

We pray especially so that our own hearts and minds may be one with the heart and mind of Jesus. We pray in order to grow in union with God who is Love.

Below are several quotations about prayer.  Check the one that most speaks to you.

For surely I know
the plans I have for you,
says the Lord,
plans for your welfare 
and not for harm,
to give you a future
and a hope.
When you call upon me
and come and pray to me,
I will hear you.
You will seek me
and find me;
when you seek me
with all your heart,
I will be found by you,
says the Lord...

Jeremiah 29:11-14a

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Likewise the Spirit helps us in our weakness; for we do not know how to pray as we ought, but that very Spirit intercedes for us with sighs too deep for words.

Romans 8:26

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Let us therefore approach the throne of grace with boldness, so that we may receive mercy and find grace to help in time of need.

Hebrews 4: 16

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Right relation between conduct and prayer is not that conduct is supremely important and prayer may help it, but that prayer is supremely important and conduct tests it.

William Temple (1881-1944), Christ the Truth (New York: Macmillan, 1924).

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God is always ready, but we are very unready; God is near to us, but we are far from Him; God is within, but we are without; God is at home, but we are strangers.

Meister Eckhart (c.1260-1327)

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Contemplative prayer is the world in which God can do anything. To move into that realm is the greatest adventure. It is to be open to the Infinite and hence to infinite possibilities. ...

The root of prayer is interior silence. We may think of prayer as thoughts or feelings expressed in words, but this is only one of its forms.

Thomas Keating, Open Mind, Open
Heart (Rockport, Massachusetts, 1986)