In the diary of Saint Faustina recounts that an angel was sent to destroy a city, but she began to pray, and the angel couldn’t destroy the city. Later, Jesus promised that whoever prayed the chaplet of Divine Mercy would receive whatever they wanted if it was compatible to His Will.
The Lord, in His infinite wisdom and mercy, has showed me how our prayers work. When we think of prayer, we think we can change God’s mind. But God is perfect, and hence, unchangable. We can also say that by prayer we repeat to God His own wishes. But this falls short of the truth.
God, before all eternity, knew that the city (as described in Saint Faustina’s diary) would be wicked, and so, guilty of destruction. However, He did not wish to destroy it. He wished to save it. So He deigned to have a creature pray for Him to save the city, giving her the words she needed, and so, when the angel couldn’t destroy the city because of Sister Faustina’s prayers, the angel learned that it was God’s Will to save the city after all - He had no intention to destroy it, but wished to show His Mercy.
So when we pray, we are actually cooperating with God in the way in which He deigned us to cooperate with His Providence. Hence, when we do not pray, we are not doing what we ough to be doing, and we could very well be costing the Lord souls. For God calls us to prayer at every moment, not simply from before time like a distant deity; He is with at each moment, journeying along with us, calling us to pray, to participate in His work, to cooperate with Him, to help Him save souls. And He requests our help so that He can have mercy on us and on the whole world: on us who pray and on those who we pray for. It is why He dose everything: He created the world for us out of mercy, He created us so He could have mercy on us and give us eternal life out of mercy, He gives us the seven sacraments so He could have mercy on us, He gives us crosses so He can give us more mercy, etc. God is Mercy Itself and the Flames of Mercy burn Jesus’ Heart, clamouring to be spent. Because He is Mercy, it is in His nature to have mercy on us. Because the flames of Mercy clamor to be spent, He is desperate to have mercy on us. That is why, the more we pray, the more we console Jesus. It is like a lover who’s heart burns with compassion for a small hurt child or a person in need; the lover will not be counsled until the child is healed or the person helped. Yet such is a pale shadow comparison to God!