Attempting to answer the question "Why are we here" might be one way to start leading an examined life that Socrates and other philosphers have recommended to us.
This question might be answered from many different angles. One might be: "We are here because intelligent and self-aware life evolved on planet Earth through Natural Selection. It must have conferred better prospects for survival and reproduction." This is basically what I believe. We do not need to postulate some entity (e.g. God) that created us for some purpose.
But at the same time, I think it's interesting to ponder an alternative idea; that we are here to serve some purpose. When I ponder this possibility, I come up with ideas which are quite reversed from religions such as Christianity that promote the belief some kind of God (which they define), and belief in some kind of future reward for our good deeds, beliefs, etc.
For one thing, I take as a starting point the fairly obvious fact that this is not an entirely nice world that we live in. The natural world, for one, provides us with many good things, but at the same time, many bad (for us) things such as hurricanes, tornadoes, floods, bugs, disease causing viruses and bacteria, etc. As if that weren't enough, our very own species has introduced many additional bad (for us) things such as wars, tyrants, injustices, pollution, surplus CO2, and so on...the long term consequences of which might be even worse for us than what nature provided in the first place. So, while we might often like to think of our planet and ourselves as very good, it can't be denied that there is also a lot of bad. And, I very much fear that bad, or particularly what's bad for us humans, is basically on the rise, largely due to the activities of humans.
Now, assuming that we are here for some sort of teleological "reason" (for the sake of argument) why would be be born into such a place? The obvious reason is: So that we can be heroic and save humanity, life on earth, etc. If we were born in a perfect world, it would be impossible to be heroic. So, this explains quite simply and economically why we might have been "put" in such a place where there are a lot of problems that may require us to be heroic in order to solve.
Now, in order to be truly heroic, we must not know that our actions are going to be successful. We must also not be doing it purely for the sake of obtaining some kind of "reward." It is the nature of heroism to be doing good things for others for the simply for the sake of doing those good things for others, when the outcome (and, indeed, our own survival) is not guaranteed.
Now, along come various religions, promising great rewards "in Heaven," in some sort of afterlife, etc., for doing the deed sanctioned as being "heroic" by those religions. But, you see, these rewards, which through some kind of self-hypnosis one is supposed to "believe in" (in the absense of any direct evidence) actually take away from the possibility of being heroic. The assumption seems to be that we are not even capable of being heroic, but can only act in our long term selfish interest in obtaining some future reward for sanctioned actions today.
Even "knowing God" takes away from the possibility of being heroic in the same way. If we "believe" in some sort of God who knows our every thought and deed, keeping score, as it were, then in doing erstwhile heroic deeds we are simply playing a game with our God in order to get the hightest possible score. This is not heroism but gamesmanship.
So, you see, if there were a God who placed us here in order to allow us to show how good and heroic we could be, that God would not want us either to "believe" that It (He) exists, or to expect any kind of future reward, afterlife, etc., for our heroic actions.
Also, it would then follow that those who promote such ideas of God, afterlife, prayer, etc., are not doing those with the sanction of the real God, if there were one, but more likely for their own ends. And the best thing for us to do would not to believe in any sort of God that is hard to see, but to only believe when there can be absolutely no doubt. It seems quite likely that if God were hiding Itself from us, it would be hiding Itself from us for a reason, and reason might be exactly this: so as to allow us the greatest opportunity to be truly heroic.