What really happens when we pray?

This is what Revelation 8:3-5 tells us:
"Then another angel with a gold incense burner came and stood at the altar.  And a great amount of incense was given to him to mix with the prayers of God's people as an offering on the gold altar before the throne.  The smoke of the incense, mixed with the prayers of God's holy people, ascended up to God from the altar where the angel had poured them out.  Then the angel fiilled the incense burner with fire from the altar and threw it down upon the earth; and thunder crashed, lightning flashed, and there was a terrible earthquake."