What actually happens when we pray to Mary?

Let us begin by saying what does not happen. 

Mary does not, as it were, reach into her pocket, take out our request and give it to us. She lacks the power to grant our requests. She is a creature.She is not the Creator. 

When we pray to Mary, we are really saying to her, "Will you who are so close and dear to your Son speak to Him on my behalf? Will you ask Him to mediate with His Father for me in this need?"

Precisely because Mary is so close and dear to her Son, that her Son listens with the greatest attention.