“He offered up prayers and petitions with loud cries and tears to the One who could save him from death” (Hebrews 5:7). The most convincing answer to the question “Why pray?” is Jesus did. Despite my unresolved questions (If God already knows my needs, why do I need to express them? If God is wise, why should I ask Him to change His plan?) the example of the Lord at prayer convinces me that I am to follow Him into this conversation with the Father. It isn’t magic. It is mercy. It is a friendship that offers to let me stand with Him and look at people and problems from God’s point of view. Jesus knew that there is power in prayer. When I ask myself, “Why pray?”, the best answer is “because Jesus did”.
You could also say the reason why we pray is to acknowledge to God that we do need him in our lives and by asking him for what we need, it is our way of showing God we believe in him and all of the things he is capable of doing for us.