Let's assume there is a God -- an all-powerful, all-knowing Being who created the universe.
Furthermore, let's assume that God is loving.
So what we're assuming here is pretty much the Judeo-Christian God, Jehovah.

God by Michelangelo
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How then can we make sense of prayer? By "prayer" I mean supplication to God for good health or success or succor. One can pray for others or for oneself. I suppose, too, that one could pray for the defeat or destruction of one's enemies.
So, prayer in this sense is distinct from worship -- which Evenlyn Underhill defined as "The adoring acknowledgment of all that lies beyond us -- the glory that fills heaven and earth." Worship makes sense, but I'm not sure prayer does.
I ask "Why should we pray?" because if God is loving, and if He knows all, then He knows who is suffering and who needs help. Why should we need to remind Him of what's wrong? And why should He be moved by our prayer to change His behavior?
This question was raised by Ramana Maharshi, an Indian Advaitan sage (b. 1879, d.1950). Here's an excerpt from his book "Talks with Ramana Maharshi."
Sri Bhagavan [Ramana] said: They pray to God and finish with "Thy Will be done!" If His Will be done why do they pray at all? It is true that the Divine Will prevails at all times and under all circumstances. The individuals cannot act of their own accord. Recognize the force of the Divine Will and keep quiet. Each one is looked after by God. He has created all. You are one among 2,000 millions. When He looks after so many will He omit you? Even common sense dictates that one should abide by His Will.
Again there is no need to let Him know your needs. He knows them Himself and will look after them. Still more, why do you pray? Because you are helpless yourself and you want the Higher Power to help you. Well, does not your Creator and Protector know your weakness? Should you parade your weakness in order to make Him know it?
Devotee: But God helps those who help themselves.
Maharshi: Certainly. Help yourself and that is itself according to God's Will.
Every action is prompted by Him only. As for prayer for the sake of others, it looks so unselfish on the surface of it. But analyze the feeling and you will detect selfishness there also. You desire others' happiness so that you may be happy. Or you want the credit for having interceded on others' behalf. God does not require an intermediary. Mind your business and all will be well.
I find Ramana's argument pretty darn convincing, and I'd be curious to hear the opinion of any devout Christians or Jews about the topic.
If we assume that the Judeo-Christian God is a jealous, angry, and temperamental God, then prayer could make sense. Such a God demands prayer and supplication and obedience. Such a God rewards those who love Him and punishes those who refuse to love Him or bow to Him.
Such a God seems petty and vindictive to me. A pretty unpleasant Fellow, in my opinion.
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