18 “I will not leave you as orphans; I am coming to you. 19 In a little while the world will no longer see me, but you will see me. Because I live, you will live too. 20 On that day you will know that I am in my Father, you are in me, and I am in you. (John 14:18-20 CSB)
The idea of The Three (Father, Son & Holy Spirit) can be difficult to comprehend. Further the fact that the three are One can make it an even harder concept to accept.
We may not fully comprehend the triumvirate until we are in heaven. However, we can know that no matter what the concept to comprehend; The Father, sent the Son to die for our sins and then sent the Spirit, once we believed, to dwell within us to teach and to guide.
Beyond this the thought should be that God is not some distant being but someone within us, speaking to us and for us. He is the Spirit within our spirit.
Thus, we must know “that I (Jesus) am in my Father, you (us) are in me, and I (the Spirit) am in you.”
With this in mind we can know that God knows every need and desire of our hearts. He my not grant them all, but he will grant the ones that further us for the Kingdom.