Romans 8
26 Likewise the Spirit also helps in our weaknesses. For we do not know what we should pray for as we ought, but the Spirit Himself makes intercession [g]for us with groanings which cannot be uttered. 27 Now He who searches the hearts knows what the mind of the Spirit is, because He makes intercession for the saints according to the will of God.

Two keys from my bible commentary:
1. When we are weak, and do not know exactly how we should pray, God Himself (through the Holy Spirit) helps by making intercession for us.

2. This, of course, is the purpose of the gift of tongues – to enable us to communicate with God in a manner that is not limited to our own knowledge or ability to articulate our heart before God. The purpose of tongues is not to prove that we are “filled with the Spirit” or to prove that we are especially spiritual.

This is not a blanket statement that we as Christians do NOT know what we should pray for in general. Paul is explaining that the Holy Spirit intercedes for us in our deepest trouble when we feel confused and uncertain how to pray. That is when we can speak in tongues and allow the Spirit to guide our words to the Father.