Jesus, who accepted the constraints of time while living on this planet, understood better than anyone the vast difference between God and human beings. Obviously, he knew of the Father’s greatness and at times reflected nostalgically on the big picture, “the glory I had with you before the world began.” Yet Jesus did not question the personal concern of God who watches over sparrows and counts the hairs on our heads.
More to the point, Jesus valued prayer enough to spend many hours at the task. If I had to answer the questions “Why pray?” in one sentence, it would be, “Because Jesus did.” He bridged the chasm between God and human beings. While on earth he became vulnerable, as we are vulnerable; rejected, as we are rejected; and tested, as we are tested. In every case his response was prayer.
(from Prayer: Does It Make Any Difference?)