I recall an instance, during my sophomore year in high school, when I became frustrated because I didn't think God had responded to my prayer. It was shortly after some friends had asked me if I wanted to attend a football game and I had to decline the invitation because I had no money at the time. I thought that if there truly was a God, and He was good and powerful, He would save the day; He would intervene before it was too late and somehow provide the money I needed (well ... wanted) so that I could join my friends at the game.
But nothing happened. I may have reasoned that it was because my prayer hadn't been convincing enough, or that I wasn't worthy of God's help. Maybe I became angry at Him, thinking He was ignoring me. I don't recall now. But it troubled me that He hadn't provided what I felt was right for me at the time.
Some time later it was easy to see that experience in a different light, to see my "prayer" as merely a selfish desire to have God accommodate a personal wish. Not only did I recognize this, but I learned more about effective prayer from an account in the Bible of Solomon's desire for wisdom and knowledge.