Prayer is taking on the humble position of humility that says “Everything is in your hands, my Lord God”. It is not an act of coercing God to agree with us nor influencing his action in our favor. If we already surrendered our lives to God (to follow Him) then what else is the point of an attempt to micro-manage the Creator of the universe? The only thing left for us is convince ourselves to align our thoughts with God's. Sometimes God's plan of action is not blissful. It can mean suffering or pain. And yes, we tell him how these things don't make sense and it is hurting us. So many psalms were written by King David where he tells God of his sufferings, how he asks God to kill his enemies but in the end he closes his songs with a refrain - saying that God is his refuge and that He will reward him in the end.
I find it interesting that prayer is not about me and my concerns after all. It is all about our almighty God and my faith in him. As it is written, "According to your faith it will be done to you." (Matthew 9:29). Paul said to pray without ceasing (1 Thes. 5:17) - I believe it is indeed important to be reminded consistently of our position with God. Praying is not telling God to make things happen the way we want, but it is an acknowledgment of God's sovereignty and a recognition of our helplessness and dependence on God's grace.