I remember being a part of an impromptu discussion among some high school kids. One of the boys had recently lost a sister in a car accident. Some in this group confessed that they had thought about going over to visit after the accident, but they didn't know what to do or what they should say. However, one of the friends didn't let his fears keep him away. He had spent most of that day with his friend. He admitted that he didn't know what to do or say either. The one who had lost his sister said that what was most important to him at that time was just somebody being there with him. He thanked the one who had visited. Even though he couldn't do anything or say anything that would change the tragedy, his presence was a great help and greatly appreciated.
I think that in many ways prayer is like that. It's a relationship. It's the presence of daddy or mommy, not always saying or doing things to change the situation, but their presence can often change you as it brings their comfort and love to the situation and perhaps you are better able to accept what lies in the future with their support. You can live with the uncertainty of the "we'll see" answer. Patiently waiting together to see what will happen.
Prayer is the presence of God not that God will always change the situation, but knowing that God is with you, that God is going through the tragedy or suffering or depression or even death with you, not as a far off God, way out in space, but as your very close and loving father. "When you pray," Jesus says, "say Father."