Since understanding why God answers prayer, and learning to pray for effect, I have never had a prayer go unanswered. Lots of times people think that God does not answer their prayers! When prayers go unanswered the reason is not that God didn't answer the prayer. The reason is that the one praying prayed in the wrong way and for the wrong reason.
You must first understand that God answers prayer in His own time, not your time. What you are praying for might not be the right time for the answer to come to past. If you give up on the prayer and take it back before it becomes a reality then it's your fault, ' not Gods' fault!
What have you been praying for? Obviously, you didn't receive the answer that you hoped for. God has the ability to answer prayer in ways that you don't expect Him to.
Also, how strong is your faith? If you're running on empty when it comes to faith, do not expect your prayers to be answered.
Here is an example that helped me to understand why God answers prayer. I heard an Evangelist say one time - If you can't believe God for a parking space how can you believe Him for something big, like a lot of money?
I started believing God for parking spaces. The first time that I did it there was a parking space waiting for me exactly where I asked for it to be. Every time now I pray for a space before I reach my destination, and it is always there where I asked for it to be. Since then I've moved up in my faith.
If you are not a spiritual person, you will never understand why prayer works, or not, since prayer is a spiritual thing.
John 4:24, in the Bible, tells us that "God is a Spirit, and those who worship Him must worship in spirit and in truth. Did you get it? Must worship Him in spirit and in truth. So, my question to you is, if your prayers are not being answered what are you "not"+- doing of what the Bible tells you to do. Are you worshiping God, or are you expecting something for nothing?
Think about it. If your prayers are not being answered it stops with you!
Consider this - when you received your driver license did you do it your way or the way the DOT told you to when you took your exam? Doing it your way, do you think you would have gotten that license? Absolutely not! So why do you respect worldly rules, and think that you can ignore the rules of God?
I pray this answers some of your questions. I realize that you have more, and that's good. It may cause you to seek a relationship with God, and Jesus Christ.