Another point, I'd like to make (and I just skimmed, so sorry if someone else said this) is that everything we have comes from God (i.e. this earth, food, shelter, etc.). They are blessings from God. The one thing that is truly our own is our agency. God cannot take away our ability to choose. Things can happen in our life that cause us to lose everything (think of Job), but we will always have the ability to choose how we react to these events. We can choose to continue with faith, as Job did, or we can choose to lose faith in God either by deciding he doesn't exist, or by deciding he does, but he's cruel. That's up to us.
When we pray to know what we should do in a given situation, we can choose to follow the answer we receive. Basically, since God is omniscient, he will know the best path for us to follow. We have decided that rather than rely on our own limited knowledge to make the decision, we will rely on God's knowledge, which is limitless. Because he loves us, and because we are his children, he will tell us what is best for us. (Of course, sometimes we don't know why it was the best decision until way after the fact.)
So back to the fact that agency is the only thing that is truly ours: When we decide to follow God's will and the answers he gives us when we pray, we are giving him the only thing that we can truly give--our agency. It's the greatest gift we can give him. It's the only thing he cannot take from us.