Luke 11:23 "He who is not with me is against me, and he who does not gather with me, scatters."
It is not enough to have been converted. Are you completely committed to Jesus of Nazareth?
One way that we keep from scattering is through prayer. "Lord, teach us to pray." We have probably heard or inferred that we will suffer if we do not pray; Hmm...perhaps. I think what really suffers is the life of the Son of God in us which is nourished not by food, but by prayer. We can either starve that life or nourish it. Prayer is the way the life of God is nourished. Often we look at prayer as a means of getting things for ourselves; the Bible idea of prayer is that we may get to know God Himself.
Luke 11:8 "I tell you, though he will not get up and give him the bread because he is his friend, yet because of the man's boldness he will get up and give him as much as he needs. "
As long as we are self-sufficient, we do not need to ask God for anything. This was never made clearer to me than when I was lying in bed a few months ago and I was praying for healing from a physical ailment. I remember telling God, "God, I am going to be asking You for a lot in these next few weeks and months. And some of those things might be little , and even silly....but I'm going to ask you anyway." Immediately, I sensed God saying, "FINALLY, Nina! Finally you are relying on Me for your every need." Wow. Did not Jesus say, "Give us this day our DAILY bread?" Every day, every need, every request...bring before Him.
It is not so true that "prayer changes things" as that prayer changes us.