An extreme example, of course, is something that could hurt. A responsible person will never let a small child play with fire, for instance. That child could hurt himself or herself very badly. We say “no” because we love them and want them safe. In the same way, God may say “no” when we pray because He knows, for instance, that if we get a motorcycle we will crash and be badly hurt. Even if we think we’ll be careful.
A less obvious example is where it’s something that seems good to us, but that isn’t meant for us. You might pray for a million dollars, for instance. But, God might know that with a million dollars, you’ll start committing lots of sins; like David did when he got power hungry with Bathsheba. God let him be king because the good he did far outweighed the bad. However, maybe it wouldn’t be the case with you. Or, perhaps He knows something else bad with happen.
Here is where Hebrews 13:5 comes into play so much. Again, we must “be content with such things” as we have. In other words, be satisfied with our own stuff. Don’t try to wish for other peoples’ things. If God chooses to give you more, that’s great. But, remember the next part of that verse. He promises, “I will never leave thee, nor forsake thee.” He will always be with you. With God on your side, there’s no need for anything else; He will supply all your needs.