"Confidence" (Παρῥησια) means boldness (liberty and access of speech). We take for granted how amazing it is that we can even approach God with any request. Imagine if I decided to ask the president to forgive my federal student loans and tried to walk over to see him in the Oval Office. Not only would I still have my debt, I would probably do some jail time! Yet we often approach God flippantly.
God will answer our prayers according to His will, and we should not to wish to receive anything contrary to what he judges best. We know from Scripture that certain things will always be granted if sought in a proper manner: forgiveness of sin, sanctification of our souls, comfort in trials, the fruit of the Spirit, wisdom in all situations, and eternal life. We are not always the best judges of what would be best for us. Though we may not immediately “see” that the prayer is answered we can be assured that it was not disregarded.
We can know the will of God often through looking at our life and desires through the lens of Scripture. It may also take spiritual maturity and discernment. Often it takes hindsight to understand why a situation was a certain way, and even then we will not understand everything this side of heaven. We should view prayer as a way not to get what we want, but what God wants. Prayer is a way to change our hearts into images of His.