Psalm 9:10 And those who know Your name will put their trust in You; For You, Lord, have not forsaken those who seek You.
When we pray and say, "In Jesus' name," we are speaking directly to Him (God) about our prayer request. We are asking our Father in heaven and addressing our concerns with Him. For instance when we call either our friend or relative over the phone, we call directly speak to whom we need. We address our concerns, and have genuine, prayerfully, conversations with him or her. That's the same connection with God. When we call our God not only in times of trouble, but during the good times too, He is there to listen to us. He is able to give us guidance when we our lost, to give us a word wheen we need spiritual food, to give love when we are lonely, to give us hope when we are losing Faith, to give us Light when there is darkness, give us peace when there is devastation, and to give us support when we're lacking.
Overall, when we truly seek God and His perfect plan for us, He will reveal himself. He will show us things that we could not ever imagine. He is our compass and our strong tower.
Trust God, not man, and He will direct your path. Call His Name, and He will answer.