I am confused about praying. Say, for example, I really want to be signed up to a dance class, but I know the possibilty of that happening is zero, or I want a job, do I pray to God and expect these things to happen eventually? I know you have to put effort into doing these things like searching for a job and whatever, but everyone searches for a job so does praying about it make it me more likely to get a job? Is it a case of the closer relationship you have with God the more likely your prayers will be answered quickly? Like the people in the Bible, whatever they prayed about they got straight away. I know we have to pray with persistance to demonstrate faith. I know when you pray it has to be in accordance with God's will, so does that mean asking for trivial things like getting like help in a subject or whatever is not part of His will? What should I pray to God about? I know when your troubled you should pray and when your happy sing songs of praise, but what about just praying to God like having a conversation with Him and telling him what went on in the day or telling him your feelings -- just general things? Bascially is praying like having conversation with God or is just a person requesting things of God and giving thanks of course.
"You lust and do not have. You murder and covet and cannot obtain. You fight and war. Yet you do not have because you do not ask. You ask and do not receive, because you ask amiss, that you may spend it on your pleasures" (James 4:2-3).
A part of the answer to your questions lies in the motives behind why you are asking. I can't think of a reason one would want dance classes beyond personal pleasure. But asking for help finding a job is needed to fulfill the command to work: "For even when we were with you, we commanded you this: If anyone will not work, neither shall he eat" (II Thessalonians 3:10). But what is right can become a wrong if I ask God for a CEO position that pays a quarter million a year because then I'm looking for more than just work and wanting something for my own pleasure.
When we do pray for the things we need, that is what we should focus on. I could pray for a new Honda or I could tell God I need help find a way to work. The latter is a better prayer because it is focused on accomplishing God's will.
God does say that He doesn't pay attention to the pleads of the wicked and listens to the righteous. "The LORD is far from the wicked, But He hears the prayer of the righteous" (Proverbs 15:29). But notice it again comes down to who is wanting to do God's will as opposed to doing things their own way.
As far as what prayer is, "Therefore I exhort first of all that supplications, prayers, intercessions, and giving of thanks be made for all men, for kings and all who are in authority, that we may lead a quiet and peaceable life in all godliness and reverence. For this is good and acceptable in the sight of God our Savior" (I Timothy 2:1-3). Supplications are your requests in regards to your needs (not your wants). Prayer literally means to worship and give praise to God. Intercessions is when you pray for someone else. And thanksgiving is when you acknowledge what God has done for you. God knows what went on in your day, but He is looking for you to talk to Him about your concerns, your fears, your hopes. Talk to Him about your struggles with sin, ask Him for wisdom in dealing with the irritating people around you, tell Him about those you know about with problems greater than your own and ask Him to help them. You do what you can, but realize that God handles what you can't.
I was listening to a sermon the other day from a friend. He pointed out that when David slew Goliath, David said that God would do it and afterward said that God slew Goliath. But then my friend asked a deep question: exactly what did God do? In the story we see all the things that David did, but we don't know exactly where and how God intervened to aid David. Yet we know He did because the odds of a young boy killing a trained soldier is just too high. We know God was there even though we can pinpoint where. And it is no different in our prayers. I have frequently looked back on my life and I can see where I know God had to have done something because things worked out just too perfectly. I can't tell you exactly what He did, but I see the marks of His interventions and for that I'm deeply grateful for those things and even the things I'm not aware of. We can be thankful to God even for the small things as the food on our table. Just think of all the things that come together to put it there that is really not in your control, yet God brings them together even if I can't specify exactly what it is that God did.