“And lead us not into temptation.”
Why would Jesus want us to pray this? James 1 tells us that God does not tempt. (The word translated “temptation” has been understood by some as “testing,” but James 1 also tells us that God's testing may result in godly maturity, so why would Jesus want us to pray to be kept from this “testing?”)
Perhaps the purpose of this prayer is not to convince God to keep us from temptations, but rather to daily affirm our need for God's deliverance.
It is obvious that God will not lead us into temptation. But by praying to God to “lead us not into temptation” we may learn to be thankful to the God who delivers us from temptation, we may be careful not to lead another into temptation, or perhaps we may be mindful not to walk in the way of temptation on our own.