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In praying to His Father, Jesus prayed for His people, (cf John 17) He Himself is the only competent intercessor for men before God.
For there is one God, and one mediator between God and men, the man Christ Jesus who gave Himself as a ransom for all. (I Timothy 2-3)
Jesus in His resurrected glory, prays eternally to His Father on behalf of His creatures.
...He holds His priesthood permanently because He continues forever. Consequently He is able for all time to save those who draw near to God through Him, since He always lives to make inter- cession for them.
For Christ has entered, not a sanctuary made with hands . . . but into heaven itself, now to appear in the presence of God on our behalf (Hebrews 7:24-25; 9:24)
In and through Christ, Christians become competent to intercede before God. In the name of Jesus, Christians are commanded and empowered to pray for each other and for all creation: “on behalf of all and for all.” (Liturgy of St. John Chrysostom)
First of all I urge that supplications, prayers, intercessions and thanksgivings be made for all men, for kings and all who are in high positions,...This is good and acceptable in the sight of God our Savior, who desires all men to be saved and to come to the knowledge of the truth. (I Timothy 2:1-4)
Therefore confess your sins to one another and pray for one another, that you may be healed. The prayer of a righteous man has great power In its effects. Elijah was a man of like natures with ourselves and he prayed fervently that it might not rain and…it did not rain on the earth. Then he prayed again and the heaven gave rain, and the earth brought forth its fruit. (James 5:16-18)
Intercessory prayers can be made for every “good gift” from God for the sake of the salvation of others. Such prayers can include petitions for every kind of blessing, both for the body and the soul. They can be made for the inspiration and instruction of men, as well as for their healing and salvation. Whatever one can ask for oneself, one can ask for all men. Whatever one does ask for oneself should be entreated for all. “It is right to pray not only for one’s own purification, but for the purification of every man…” (St. Nilus of Sinai, 5th c., Texts on Prayer)
To understand intercessory prayer, one must remember the eternal providence of God. One must grasp the fact that God knows all things eternally and takes into consideration each act of man in His overall plan. With this perspective one can then see that even before the creation of the world, God has heard, or rather, more accurately, eternally hears, the cries of His people. He considers man’s prayers in all that He does in His dealings with men. Thus it is the case that God does not wait to see what we do or how we will pray. He considers our actions and prayers from the perspective of eternity. And in the light of our desires and deeds He sees that “all things work together for good for those who love God.” (Romans 8:28)
If we understand this we can see how our prayers are considered by God, for ourselves and for others. We can understand as well how we can pray even for those who are dead, whose lives on this earth are over and done. For the Lord does not hear our prayers “after” something is finished, because for God there is no “after” at all. God knows what we ask before we even ask it, for He knows all of man’s life in one divine act of all-embracing vision and knowledge. Thus all of our prayers, even for those who are dead, are heard and considered by God before we even make them. If we fail to pray, this too is known to God, and it takes its effect in God’s plan of salvation. Therefore we have to “pray for one another” and our prayer will have “great power in its effects” through the eternal and providential action of God.