Andrew Murray emphasizes the importance of specific and intentional prayer in his sermon 'What Wilt Thou?'. He illustrates how Jesus asked the blind man to articulate his need, highlighting that vague prayers often lack the power to elicit a response from God. Murray encourages believers to identify their true desires and to pray with faith and expectation, asserting that true prayer involves a willingness to pursue what one asks for, aligning it with God's will. He warns against the tendency to make prayers mere wishes and stresses that effective prayer requires a clear understanding of one's needs and a commitment to seek God's answers earnestly.