What is the use of praying, if God already knows everything?
In short: Prayer is not meant to inform God, who indeed already knows everything. It is for you to change, to enter into a relationship with Him. You do not pray to change His will, but to open yours. Someone said beautifully that prayer does not change God, it changes you, and the changed person sees everything differently.
The Orthodox nuance
Think of a relationship of love. Your mother knows you love her, and yet you need to tell her, and the relationship feeds on that. Likewise, God does not need your words, but you need to speak them, because through them you stay connected to Him. Prayer does not fill a void in God, it fills your void.
And no, prayer is not a vending machine where you put in requests and exactly what you asked for comes out. Christ Himself, in Gethsemane, prayed for the cup to pass, but ended with not My will, but Yours be done (Luke 22, 42). This is the heart of Christian prayer, not "do as I want," but "help me want what is good." Sometimes the greatest answer to a prayer is that you have calmed down and started to see clearly.
In Orthodoxy there is also a short, repeated prayer, known by children and great saints alike, "Lord Jesus Christ, Son of God, have mercy on me a sinner." The Fathers of the Philokalia say that, said often, from the heart, it brings the mind down into the heart and kindles a quiet warmth. It is not magic, it is a way of always being with Him, even on the subway, even waiting in line.
Sources
- Luke 22, 42 (not My will, but Yours)
- 1 Thessalonians 5, 17 (pray without ceasing)
- The Jesus Prayer, in the tradition of the Philokalia