Sometimes we ask God for signs as proof, but is that wrong? We see a lot of people in the bible asking for signs and God graciously provided them with signs. As long as our intentions are pure, God would be happy to help us if that leads us to understand His will.
The Messiah was amongst us and no one wanted to believe in His existence, neither the pharisees nor the teachers of the law and not even Jesus’ own family.
The disciples would have noticed Jesus withdrawing to a solitary place to pray several times and eventually one of them asked Jesus to teach them to pray too. Jesus tells them a very short yet a contained prayer.