Since God is sovereign, what is the purpose of intercessory prayer?
There are layers of answers to that.
One purpose is obedience to God, because in so many different places we are urged to pray, and we are urged to pray without ceasing. So even if we were not able to explain why we should pray, we should pray because God has commanded us. That's a sufficient answer.
The second part of the answer is that God has decreed that much of what will take place will take place through the secondary causation of the intercession of the saints. That's part of His purpose.
With questions like this I often say to people, "Ask that question of Jesus." Because it was not in His deity but in His humanity that He engaged in intercessory prayer, John 17 being the great illustration of it. Why does He do this? Because it is the Father's good pleasure that through His human intercession on our behalf the Father will work out His decreed purposes.
And that's true not only of intercessory prayer, but it's also true of witnessing, evangelism, breathing, persevering, and obeying any exhortation of Scripture. Why do we do this if God is sovereign? A) Because he's sovereign and B) because He works out His sovereign will frequently through secondary causation.
The other thing I would say is to take some time to read carefully the chapter on the providence of God in the Westminster Confession of Faith, or in the parallel London and Philadelphia Confession.
Lightly edited for readability, this is a transcript of Sinclair Ferguson's answer given at our 2015 National Conference. To ask Ligonier a biblical or theological question, just visit Ask.Ligonier.org or message us on Facebook or Twitter.