A quote from Dr. Bob's post, The Prayer of Java:
There is one secret ingredient to make prayer work: trust. Gotta have it. Can God work without your trust? Sure — the rain falls on the just and the unjust, as the proverb says. Our problem is we want to understand God before we trust Him. We want Him to strut His stuff, lightning bolts and miracles and the like, before we’ll acquiesce and maybe give Him a break. Sorry, that’s not trust — just the opposite. But God cannot be understood — even in a limited way with our most enfeebled minds — until we first trust Him. Sounds like a bum deal, a Catch-22, but that’s just the way it works. Get over it — you won’t regret it.
And one last thought in this long-winded essay: If you’re new to this prayer thing (or even not so new), start small. Praying for world peace or a cure for your cancer is fine, but a bit grandiose for starters. Pray about your misplaced car keys, finding a parking spot, the wisdom to deal with that difficult patient, or co-worker, or child, or situation. Then open your eyes, your ears, your heart for the response. You won’t hear it every time — but I bet you’ll be surprised how often you do, and you’ll learn something about God, about yourself, and in some small way about how this spiritual world works.