You’re right, there is something else fantastic about prayer for Christians than just expressing true thoughts.  God knows our true thoughts, needs and desires, even without us telling him(!), and as we pray we’re participating in a relationship with God.  In this way Christians pray about a number of things, including praising God for who he is and what he’s done for us, thanking him, confessing and repenting (saying sorry for the ways we’ve disobeyed and hurt him, and asking for his help to stop and change), asking things for other people, and even asking things for ourselves. 

God actually invites us to ask him for things: Philippians 4:6"Do not be anxious about anything, but in everything, by prayer and petition, with thanksgiving, present your requests to God."  It’s also the model Jesus sets for us.  Jesus himself is God yet he still prayed to the Father, and asked him for things (e.g. Mark 14:36), showing us that prayer is part of a relationship.  So the fact that God knows better than us what we need, what we want, and what’s good for us, shouldn’t actually stop us from talking with him about those things.  When we do ask God for things we’re also expressing our dependence on him, acknowledging that he is in control of all of the details of our lives, and we need his involvement - all true prayer is faith in action.

God has also decided that one of the ways he’ll work in his world is through prayer.  So when we pray we’re genuinely involved in God’s work on earth.  Praying for other people is one way we can love and serve them.  As we look at the prayers of people like Jesus and the Apostle Paul in the Bible (e.g. Col 1:3-14, Eph 1:15-19, 3:14-19, Phil 1:3-11), we can see they pray with priorities that reflect God’s.  This models for us that when we ask God for things, while we’re free to pray about anything, it’s great to pray for things we know God wants and are good for us and other people.  This is less asking for ‘favours’ (like winning the lottery) and more asking for God’s will to be done (growing in faith and godliness, persevering in adversity, relief from suffering, spread of the gospel etc). 

We can trust that God answers our prayers according to his good purposes rather than acting like a magic genie, so we won’t thwart his plans when we pray.  But God has decided to use our prayers, so in a sense we work together in bringing these things about.  The fact that he is sovereign doesn’t rule out our human responsibility to act, much like we work in partnership with God in growing in godliness, in evangelism, in creating new life etc also.

So enjoy your freedom to ask God for things, trusting and thanking him as the good God he is!