Newton spent more of his life working on alchemy than math or physics. Shall we all start searching for the Philosopher's Stone? Why not?
Maybe put it to the test, even though you feel dumb for doing it, pray for something small that you would not otherwise expect to happen in the immediate future. see what happens
This prayer example illustrates a series of fallacies and human biases. Confirmation bias, survivorship bias, apophenia, post-hoc reasoning... many ways we know our brains trick us.
Try this pre-registered, with large numbers and control groups.
Or just read the literature from people who did. Prayer does nothing.