When we pray to the Lord, we connect with him. And if we pray with all our heart and soul in earnest, that connection becomes most intimate and beautiful. It solidifies your union with him. Sharing everything with the Lord with absolutely no barrier between you and him as one is absolutely the most rewarding state you can be in. After surrendering yourself completely to him, you can finally exclaim "My Lord and my God!" as Thomas did after seeing the Risen Christ.