Christians pray in hopes that their prayers are in line with God's will.
Here is Luther's explanation of the Lord's Prayer:
The Introduction
Our Father who art in heaven.
What does this mean? With these words God tenderly invites us to believe that He is our true Father and that we are His true children, so that with all boldness and confidence we may ask Him as dear children ask their dear father.
The First Petition
Hallowed be Thy name.
What does this mean? God’s name is certainly holy in itself, but we pray in this petition that it may be kept holy among us also.
How is God’s name kept holy? God’s name is kept holy when the Word of God is taught in its truth and purity, and we, as the children of God, also lead holy lives according to it. Help us to do this, dear Father in heaven! But anyone who teaches or lives contrary to God’s Word profanes the name of God among us. Protect us from this, heavenly Father!
The Second Petition
Thy kingdom come.
What does this mean? The kingdom of God certainly comes by itself without our prayer, but we pray in this petition that it may come to us also.
How does God’s kingdom come? God’s kingdom comes when our heavenly Father gives us His Holy Spirit, so that by His grace we believe His holy Word and lead godly lives here in time and there in eternity.
The Third Petition
Thy will be done on earth as it is in heaven.
What does this mean? The good and gracious will of God is done even without our prayer, but we pray in this petition that it may be done among us also.
How is God’s will done? God’s will is done when He breaks and hinders every evil plan and purpose of the devil, the world, and our sinful nature, which do not want us to hallow God’s name or let His kingdom come; and when He strengthens and keeps us firm in His Word and faith until we die.
This is His good and gracious will.
The Fourth Petition
Give us this day our daily bread.
What does this mean? God certainly gives daily bread to everyone without our prayers, even to all evil people, but we pray in this petition that God would lead us to realize this and to receive our daily bread with thanksgiving.
What is meant by daily bread? Daily bread includes everything that has to do with the support and needs of the body, such as food, drink, clothing, shoes, house, home, land, animals, money, goods, a devout husband or wife, devout children, devout workers, devout and faithful rulers, good government, good weather, peace, health, self-control, good reputation, good friends, faithful neighbors, and the like.
The Fifth Petition
And forgive us our trespasses as we forgive those who trespass against us.
What does this mean? We pray in this petition that our Father in heaven would not look at our sins, or deny our prayer because of them. We are neither worthy of the things for which we pray, nor have we deserved them, but we ask that He would give them all to us by grace, for we daily sin much and surely deserve nothing but punishment. So we too will sincerely forgive and gladly do good to those who sin against us.
The Sixth Petition
And lead us not into temptation.
What does this mean? God tempts no one. We pray in this petition that God would guard and keep us so that the devil, the world, and our sinful nature may not deceive us or mislead us into false belief, despair, and other great shame and vice. Although we are attacked by these things, we pray that we may finally overcome them and win the victory.
The Seventh Petition
But deliver us from evil.
What does this mean? We pray in this petition, in summary, that our Father in heaven would rescue us from every evil of body and soul, possessions and reputation, and finally, when our last hour comes, give us a blessed end, and graciously take us from this valley of sorrow to Himself in heaven.