It is astonishing that the King of Kings and Lord of Lords would humbly ask a request of his Father for you and me. Today, that is just what Jesus is doing. He is praying for us. Jesus is asking God on behalf of you and me.
If you can let that sink in, it seems to me that we would want to know just what he is praying for us and pray with him. What is it? Do you think that each of us can go to God and ask God, "what it is that Jesus is praying for us, for me, because I want to pray that same prayer to you".
I believe that the Father listens to Jesus' prayers. I also believe that Jesus is wise and would know what to pray for me. Maybe what Jesus is praying is so deep that only my spirit and can receive what it is a pray that back to God.
When Jesus' life, before being executed on the cross, was coming to an end, he prayed. He prayed a lot for his disciples and for those who would believe after them and through their witness. Jesus sets the example for us of prayer.
The fact that Jesus prayed teaches us a lot about prayer and about how things work spiritually. Almighty God needs people on earth to partner with Him, in order to get good things done. The fact that Jesus prayed and prayed often tells us that his followers, Christians, will need to pray as well.
When Jesus said, "I am praying for them", it could also read, "I am asking for them". If Jesus asked, we will need to ask. It was not that God was holding anything back but that God is relational. God is not controlling. God wants to be asked, to be invited, to be permitted.
It is a profound mistake and error to believe that everything is set in motion, all is God's will, and there is not much we can do. Fatalism is an error. The truth is that God partners, covenants with, and uses flawed, broken, and imperfect people on earth to establish and herald His kingdom.
If you are a Christian, then you belong to God, in Christ, and Jesus is praying for you. That encourages me and teaches me that if he prayed for those disciples then, I want to pray for the people in my life now who are his and ask God what Jesus is asking Him for and pray with Jesus. The Christian life is very exciting when you focus on what is happening in heaven, that is focused on earth and get in tune with it.