If God is sovereign over all things then how does prayer change things?
First of all, we need to establish that it is the sovereign God who not only invites us but commands us to pray. Prayer is a duty, and as we perform that duty, one thing for sure is going to be changed, and that is us. To live a life of prayer is to live a life of obedience to God.
Also, we must understand that there is more to prayer than intercession and supplication. When the disciples said to Jesus, “Lord, teach us to pray,” they saw a connection between the power of Jesus and the impact of his ministry and the time he spent in prayer. Obviously, the Son of God felt that prayer was a very valuable enterprise because he gave himself to it so deeply and passionately. But I was surprised that he answered the question by saying, “Here’s how you ought to pray,” and gave them the Lord’s Prayer. I would have expected Jesus to answer that question a different way: “You want to know how to pray? Read the Psalms,” because there you see inspired prayer. The Spirit himself, who helps us to pray, inspired the prayers that are recorded in the Psalms. When I read the Psalms, I read intercession and I read supplication, but overwhelmingly what I read is a preoccupation with adoration, with thanksgiving, and with confession. Take those elements of prayer, and what happens to a person who learns how to adore God? That person is changed. What happens to a person who learns how to express his gratitude to God? That person will now become more and more aware of the hand of Providence in his life and will grow in his sense of gratitude toward God. What happens to the person who spends time confessing his sins? He keeps in front of his mind the holiness of God and the necessity of keeping short accounts with God.
But can our requests change God’s sovereign plan? Of course not. When God sovereignly declares that he is going to do something, all of the prayers in the world aren’t going to change God’s mind. But God not only ordains ends, he also ordains means to those ends, and part of the process he uses to bring his sovereign will to pass are the prayers of his people. And so we are to pray.