I never thought of communication with God like this before. Should I feel I've failed in prayer if I don't receive an immediate answer every time? No; the point of prayer is so much bigger than that. Revelations and illuminations, the receiving of wisdom and knowledge, don't have to come during prayer. They often do, but they are a separate thing in themselves.
I want to remember this because I'm not entitled to an answer. God is the all-powerful Creator; why should He have any reason to speak to me? Yet, it's in His great love and mercy that He does. In that framework, all the glory goes to Him, as it should.
Excerpt from DesiringGod.org, sermon Pray Like This: Hallowed Be Your Name. (Great message from John Piper; highly recommend reading it.)