The questions we must first ask in relation to our question:
Does God hear everything that we pray for?
If God knows everything, can our prayers really change the future?
Is prayer simply about request?
Prayer constitutes a major part of Christian life, but if God really is omniscient and knows the future, how can our prayers ever change anything?
A prominent portion of prayer are the requests. Like any other request, whether it be for a salary increase or a bank loan, these may be granted or denied. We have assurance that God hears every request, but that is not to say that He will grant every request. He understands what is beneficial or harmful to us and others in a way that we never could.
How then, with the prayers He does grant, can they "change" the future? The Old Testament talks of multiple times when people pray and God answers them. In Exodus, Moses prays for God to withhold His wrath from the disobedient Israelites, and He does. In this situation, Moses appears to change not just the future but also God’s mind; however, God foresaw that Moses would pray for forgiveness and be forgiven before he ever did.
This is comparable to a man proposing to his girlfriend:
When the man asks his girlfriend to marry him, she most likely is not thinking about her answer for the first time. Instead, she has probably decided to say "yes" long before the man asks, but until he asks, she will not be able to give her answer.
Prayer is also not solely intended for requests. Many Christian scholars state that prayer is important as a means to grow in relationship with God. God delights in our humble approach to seeking His forgiveness, guidance, and comfort, and this should be a Christian's priority when coming before God.
Conclusion
Prayer is a key part of Christian life, and we have the assurance that our prayers are heard, but not always answered. God does know what we will pray, but that does not mean what will happen will happen, regardless of if we pray or not—God is seen to work as a result of our requests. Our focus, therefore, should be on growing a greater relationship with God, not just requesting.