Must one, should one, or can one pray every little detail of life? For example, can one pray for his sports team to win? Is there a limit of what to pray for?
While I suspect this may not be what you were looking for, it should be noted that we are not allowed to pray for things that are either false or already exist.
The example given of what's not allowed is if a traveler is returning to his city and a hears a far-off cry in the city and prays that it did not come from his house. Because the facts are already established - that is, the cry either did or did not come from his house - and no prayer is going to change the facts, this type of prayer is prohibited.
It's a great idea to pray for everything ever so little it might be.
R. Miller zz"l said, that person should pray for everything to Hashem and thanks Him after the event happened, no matter what the result was. That practice can bring person closer to Hashem (attain for himself emuna and betachon), besides of the other benefits, that that person achieves with his prayers.
Rabbi Nachman from Breslev zz"l said to his student Rabbi Nathan from Nemirov, that a person shouldn't be ashamed to ask Hashem even for a button for his shirt if he misses one.
Similar idea told about Chazon Ish, that when he needed new pair of shoes he stand in the corner and prayed for that.
A little joke about the matter. Rich guy prays to Hashem and says: Dear Hashem please give me health and long life. And please don't worry about my income - I can nicely manage it myself.
For the objection that there are things, that person shouldn't pray for. I heard that even if a thief goes to do his not nice things and prays to Hashem to help him, Hashem listens to him and enjoys his prayers.
I think, once person realizes, what power the prayer has and gets closer to Hashem, he won't spend such a powerful thing on things, that against Hashem's will. For sure he would not do it if he prays, that Hashem guides him in his prayers.
There are many books about prayer for big and little things.
The over one, that I know is "In Forest Fields" by Rav Arush from http://breslev.co.il