I love this story told in a General Conference talk in October of 1999:
Recently my friend Richard came home from work to find a very small girl sitting on the curb in front of his house, crying. He asked if he could help. Through her sobs she explained that she was lost. He told her that this was his house and his wife was inside. He told her he knew she shouldn't go with strangers, but if she felt comfortable going inside, he and his wife would try to find her home. They went into his house, and his wife, Linda, began to console the little girl. “I'm sure you must be very frightened,” she said.
“I was frightened," the girl responded, “until I saw the picture of Jesus hanging on your wall. Then I knew I would be safe.” 
I have learned—as this young girl stated— the Savior brings safety, consolation and
peace. Through prayer, we can access this same powerful consolation and peace through the Savior.
I have seen this consolation come time and time again as we reach out to God in prayer.