In Daniel 2, Daniel and his friends are caught up in a situation where they are going to be killed for something that's really nothing to do with them, and, humanly speaking, it's impossible to get out of. What do they do? In verses 17-18 we see that they "plead for God's mercy".
They recognised that they needed God's mercy. While we not be facing death, whatever situation we are in - we need God's mercy.
When we get into trouble, we tend to make plans to get ourselves out of it, we come up with solutions. The problem is - they don't work (in the long run). If our solutions worked then we wouldn't have ever needed any more than one episode of the Jeremy kyle show, because we would just listen to his advice and we would be sorted! If our solutions worked, then we wouldn't need any more self help books to be published, and our difficulties with work, home and family would decrease as we got older.
If we are "religious" then maybe when we get into difficulties we try to pray and ask God to do what we want Him to do. Or we try to make deals with Him - "I've been a good person, so will you do this for me God"... or... "if you do this thing for me God, then I'll be a better person, and I'll start going to church".
Another option is to arrogantly think we've got everything sorted and act as if it will all be alright in the end, even though we don't know whether that's true.
Daniel didn't frantically try to come up with a plan, he didn't back himself, he didn't make a deal with God, he didn't just say "I'm sure it will all work out in the end". He knew that he needed help and he asked for it. He knew he needed God's mercy and so he asked for it. Daniel recognises that God's help is not something he deserves, it is God's mercy. We don't deserve God's help, we constantly ignore Him, go our own way and do our own thing, maybe crying out to Him when we've got a problem, then doing the same thing again. We constantly tell Him that we want His stuff, but don't want to listen to what He has to say!
We need God's mercy in every situation, and that mercy is given on the fact that He loves us, not based on anything we've done. A newborn baby can't help itself, it can't say to it's mother "Please could you pass me that plastic giraffe so that I can shove it in my mouth"! All the baby can do is cry out, totally dependant on it's parents. It is the same with us and God. We can't help ourselves, we need to cry out and ask God for help. We are totally dependant on Him