This world is not an easy place for any of us. How nice it would be if as believers, our paths would be smoothed, we’d be universally loved and accepted, we’d face no temptation and our faith would never be tested. How nice it would be if life on earth would be like the life we’re expecting in heaven where God’s glory would be all around us and everything would be perfect with no sin, illness or death. 
Jesus knew that this world wasn’t like that at all. He knew that we will face challenges and persecutions. He knew that living a life of faith according to His Word would bring mockery and judgement from the world. He knew we would face affliction and temptation, that there would be moments where we stumbled, maybe even fell into sin. 
But because of His awesome and amazing love, Jesus prayed for us to God the Father. He did it in front of the apostles perhaps so that we would know the depth of His love for us and trust in His promise to intercede for us always to the father. In John 17 below, we can see Jesus’ love for us as he speaks to the Father on our behalf and asks for His Mercy for us and His Protection, His Blessing and Guidance. 
Jesus had the human experience and so he understood completely the challenges we would face. People often go to pastors, priests, reverends, friends etc to pray for them through times of affliction. There’s nothing wrong with praying with others (where 2 or more are gathered…) but let us not also forget that the best friend we have, the most powerful, most well-connected One we know is and has always prayed for us, especially those who believe. Do not despair, no, not ever, because just as you’re praying for yourself, Jesus is praying for you as well, and He knows exactly what each and every one of us needs. 
John 17 (MSG)
Jesus said these things. Then, raising his eyes in prayer, he said: Father, it’s time. Display the bright splendor of your Son So the Son in turn may show your bright splendor. You put him in charge of everything human So he might give real and eternal life to all in his charge. And this is the real and eternal life: That they know you, The one and only true God, And Jesus Christ, whom you sent. I glorified you on earth By completing down to the last detail What you assigned me to do. And now, Father, glorify me with your very own splendor, The very splendor I had in your presence Before there was a world. [6] I spelled out your character in detail To the men and women you gave me. They were yours in the first place; Then you gave them to me, And they have now done what you said. They know now, beyond the shadow of a doubt, That everything you gave me is firsthand from you, For the message you gave me, I gave them; And they took it, and were convinced That I came from you. They believed that you sent me. I pray for them. I’m not praying for the God-rejecting world But for those you gave me, For they are yours by right. Everything mine is yours, and yours mine, And my life is on display in them. For I’m no longer going to be visible in the world; They’ll continue in the world While I return to you. Holy Father, guard them as they pursue this life That you conferred as a gift through me, So they can be one heart and mind As we are one heart and mind. As long as I was with them, I guarded them In the pursuit of the life you gave through me; I even posted a night watch. And not one of them got away, Except for the rebel bent on destruction (the exception that proved the rule of Scripture). [13] Now I’m returning to you. I’m saying these things in the world’s hearing So my people can experience My joy completed in them. I gave them your word; The godless world hated them because of it, Because they didn’t join the world’s ways, Just as I didn’t join the world’s ways. I’m not asking that you take them out of the world But that you guard them from the Evil One. They are no more defined by the world Than I am defined by the world. Make them holy—consecrated—with the truth; Your word is consecrating truth. In the same way that you gave me a mission in the world, I give them a mission in the world. I’m consecrating myself for their sakes So they’ll be truth-consecrated in their mission. [20] I’m praying not only for them But also for those who will believe in me Because of them and their witness about me. The goal is for all of them to become one heart and mind— Just as you, Father, are in me and I in you, So they might be one heart and mind with us. Then the world might believe that you, in fact, sent me. The same glory you gave me, I gave them, So they’ll be as unified and together as we are— I in them and you in me. Then they’ll be mature in this oneness, And give the godless world evidence That you’ve sent me and loved them In the same way you’ve loved me. [24] Father, I want those you gave me To be with me, right where I am, So they can see my glory, the splendor you gave me, Having loved me Long before there ever was a world. Righteous Father, the world has never known you, But I have known you, and these disciples know That you sent me on this mission. I have made your very being known to them— Who you are and what you do— And continue to make it known, So that your love for me Might be in them Exactly as I am in them.