God already knows what we’re thinking, right, so what’s the point?
A short answer is that Jesus taught us how to pray and, what’s more, prayed Himself. ‘Nuff said.
But it makes sense, too. It is a way re-center our lives around God, a way to ensure we are not ignoring or forgetting Him. And if He is central to our lives, we should talk with Him.
That’s all that prayer is: Talking with God. How can we not talk with Him, given who He is and who we are?
Our conversation will necessarily include mostly please-and-thank-you: We ask for blessings in our lives and forgiveness (please), and tell him we are grateful for those blessings and that we praise Him for them (thank you).
Beyond what is directly communicated to Him, though, there are other salutary effects of prayer: It comforts us, strengthens us, can even make us wiser, more patient, more loving — better. That is, helps us to think about what we want and what we should want; it helps us to think about what we need and what we should need (as a lawyer, I would compare it to how preparing for an oral argument or writing a brief clarifies and sharpens one’s thinking). It’s a way to express love, to God and to those for whom we are praying. It’s a mistake to forget that prayer is at least as much for our benefit rather than to help out God.
And last but not least, prayer can influence God. Jesus thought so, and the Bible teaches that God acts on peoples’ prayers — perhaps the most dramatic example is Abraham’s persuading God to spare the righteous in Sodom.
Addendum: Likewise, worshipping God makes use better, too, and is for our benefit rather than His. It reinforces that we are to love Him and follow Him. Since He is all that is good, and since He is love, we are recognizing good and love, and thinking about what good and love are, when we worship Him.