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Prayers are ways to connect to god or to the spirits or to the spiritual world, asking for blessings, forgiveness, as a way to show gratitude or for getting something. There are differences in the way people who pray do pray but they do it for similar reasons. They might believe there is a god watching over us, or a spiritual world waiting for us, scrutinizing each and every one of our actions and giving the required reactions. So they will do things which their belief system tell them to be the actions god love or the things which they should do if they violated any. And prayers are one thing most religions ask their believers to believe in. They might be told they can feel or even see the divine through prayers or that prayers are a way to a personal relationship with the divine or that prayers unlock the knowledge about the things around us etc.
The kind of god that watches you, hears you or grant your wishes is a very unrealistic view of god. You can pray to god to give you food for days, weeping, begging and you will die of hunger. If you want a house, you will get it when you earn money and buy it, or when you exchange it for something, when you beg for it, if somebody gives it to you or if you take it from someone somehow, and not if you pray. But some people pray and they have their reasons to justify it. They might tell about miracles which they or others experienced. Some people who hear it might believe it, but it will not be convincing to everyone. To convince the others, they might ask them to pray and see the result for themselves. So they may try it and they will pray, but there will be no result. When they question it, they might be told that their belief is not strong enough, or that they might have done something bad and it was a punishment, or that god work in mysterious ways. In order to make sure some may try it again, increasing the intensity of their prayers. So they may start to pray from the bottom of their heart, hoping to find if it will work because they badly want to find out the truth. This is a good situation for cognitive biases to come in. If they want to believe prayers work they will interpret or find information in such a way that they will find reasons to support it and vice versa. But these are not real reasons, they are made up ones or misinterpretations. Suppose after this stage, they catch a cold. They will pray to god to heal them, and if they get healed they might praise god for his kindness and mercy and believe in prayers even more. If they don't get healed they might think god is punishing them or that their prayers are not strong enough and they might pray even more with more intensity asking for forgiveness, asking to show mercy and heal them, and believe in prayers even more. If they reached this stage their belief consumed them, it won't matter whether prayers give results or not. They want to believe in it and they do it, reasons or results doesn't matter.
Some people believe we can only do part of something, the rest of the things are in god's hands. They may say if you are sick and want to get healed you have to take medicines as well as pray to god. They believe medicines alone won't cure diseases. But we know medicines generally work for everybody and it is not like it doesn't work for people who don't believe in god. It is true that, it may not have the same effect on everybody. People eat different kinds of foods, have different levels of immunity, different capacity to digest and it all affects the way the medicines produce its results. So medicines producing results is dependent on some other factors and if all the factors are the same then it produces the same results and if not produces different results. Similarly everything in the universe is connected, and because of the many interconnections between different elements in it, some in our control and some not in our control, we may not get the same results for the same actions. Some would like to believe this is where prayers help but it is just their belief, not the truth. We can be sure that any amount of praying is not going to make it otherwise.
We know a lot of things about how the universe works. We know a stone thrown up from the ground will come down. We know if we burn something there will be heat. We know everything work according to certain laws. We know actions have reactions and that it extends to everything. If we want something then we have to do the actions which result in it. It is not to say everything is in our control. Suppose we want to grow a plant, and it grows only in the rainy season but currently it is summer. Most people are not going to plant it and pray to god to make it grow, because they know it can't grow and there is no use praying for something that won't happen. Suppose we waited for the rainy season and then we planted the tree. So now the plant has the climatic conditions required for its growth. But there is still some chance that the plant won't grow. It has to get sufficient sunlight, water and needs to be disease free. But not all of it is in our hands, we can't control the weather, we can't keep away microbes which cause it diseases etc. So in such situations some may think it is beyond our control and maybe god who controls everything can help us. So they may pray and if it grows they may say it is due to god's grace and when it doesn't they may say god didn't want it to happen. But there was always the chance that it won't grow and it is not because we didn't pray but because there are so many things that has to fall in place for it to grow. It is how nature works, and we should be accepting it rather than hoping for miracles to happen.
Suppose somebody who believe in prayers as a medium of communication with the divine, feels lonely and is sad because of it. Then his belief that god is always with him and that he can talk to him through prayers, is going to let him think he is not alone and he can stop being sad about it. So prayers can have psychological benefits. But some people may overestimate its benefits and overdo it. They may pray at a time when they should have done something else. Then it does them more harm than good.
Universe has its laws. Everything work according to it. What we can do is know how things work and use that knowledge to determine if we can get something or not and if possible get what we want. Praying might not work or it alone may not be enough, and certainly prayers don't work the way religions tell it does.