Pray For It?

I was talking to an awesome friend yesterday and she said something that got my attention. She said simply..... pray for what you want.... just like that....simple,right?
Well, what if what you want is not what God wants for you? How long do you pray that prayer? Is that prayer now a selfish prayer?
I have been praying a prayer for sometime now, many years, and the situation has not changed. I am frustrated, irritated, mad, discouraged, and maybe a little depressed. There are good days and bad days, feel like more bad than good. The prayer started as change the person, change me, move them away from me, and finally, Lord just bless them. But the situation remains......
Is it wrong to keep praying what "I" want if it does not line up with God's will?
All I keep hearing in my spirit is, "My grace is sufficent." This thorn in my side, God knows. He allows it and I know ALL things will work together for the good and He will get the glory.
So, if you too are praying the same prayer but the thorn or thorns remain, remember His grace is sufficient and He will see you through.
Blessings!
2 Corinthians 12:9, John 14: 13-15, Luke 22:42