Praying to Mary comes naturally for most Catholics, but it can be hard to explain to our non-Catholics friends. We see Mary as a means to Jesus. Protestants want to go directly to Jesus, bypassing Mary altogether. St Alhonsus, in his book, The Glories of Mary, tells a little story that really sheds light on why Jesus never denies anything His most Holy Mother asks of Him:
St Bridget, who often had revelations, one day heard Jesus talking to Mary. Jesus told Mary that she could ask anything of Him, and that no petition of hers would be void. "Mother, thou knows how much I love thee, therefore ask anything of Me, for it is not possible that I would refuse you anything." St Bridget then heard Jesus express the reason for this statement:Since Mary only asks for what is compatible to the will of God, and always obtains God's mercy for us through her prayers, that makes her a powerful intercessor before God. How much we miss out on then, if we neglect to cultivate a devotion to Mary!
"Because thou never did deny me anything on earth, I will deny thee nothing in heaven. My Mother, when you were in the world, you never refused to do anything for the love of Me, and now that I am in heaven, it is right that I should deny thee nothing that thou asks.