‘Then Daniel went to his house and made the thing known to Hananiah, Mishael and Azariah, his companions, asking them that they would desire mercies of the God of heaven concerning this secret, that Daniel and his companions should not perish with the rest of the wise men of Babylon.'
Daniel's next step was to consult with his friends and urge them to join him in prayer that the secret might be revealed to him. Note the title used of God, He is ‘the God of heaven'. The Babylonian believed that their gods in the sun, moon and stars, were in the heavens, but God was the one who ruled over heaven. Who else could reveal such secrets?
It would appear that they lived together in one place, probably a fairly large, official dwelling, which was why Arioch had known where to find them. There was no presumption on their part as they approached God. They desired His mercies. They recognised that it was only the goodness and mercy of God that could help them in this situation. They sought a revealing of His graciousness and deliverance that they might continue to serve Him.