Why does the speaker pray to the West Wind?
The speaker begins, in the first three stanzas, by describing the power of the West Wind to move natural objects—such as leaves that fall from trees in autumn and waves in the Mediterranean—in beneficial ways. Because the West Wind is so powerful, and because the speaker identifies with it, as he did in boyhood, he prays to it. In stanza 4, he asks the wind, "Oh, lift me as a wave, a leaf, a cloud!" In the same stanza, the speaker also alludes to the anguish he feels, saying with emotion that he falls "upon the thorns of life" and "bleed[s]."
In stanza 5, the poem's final section, the speaker makes his prayer clearer. What he wants is not for himself as a body to be lifted up and blown about the earth; rather, he wants his words—his writing and the message he has to convey—to be carried all over the world by the wind. He uses the double meaning of leaves as the leaves of a tree and the leaves of paper on which he writes his words to pray that the West Wind could scatter his leaves—his writing—as it scatters the dead leaves that fall from trees. As he writes, addressing the West Wind,
Scatter, as from an unextinguish'd hearth
Ashes and sparks, my words among mankind!
Be through my lips to unawaken'd earth
The trumpet of a prophecy!
Shelley had many radical ideas for that time period and, in this ode, wishes that he had a bigger audience, which is why he invokes the wind. Of course, he does not literally expect the wind to scatter his message, but his poem, which is lyrical, expresses his anguished longing to be heard.