Whenever we pray, we tend to keep our hands together. Is there a reason why we do so ??
There are two verses in the Bhagavad gita that talk about that, 11.35 and 11.14. You can see it at http://www.vedabase.com/en/bg/11/35 and http://www.vedabase.com/en/bg/11/14
And the word describing this practice is kṛtāñjali, meaning "one who joins the hollowed palms in reverence or to solicit a favour (holding the hollowed palms together as if to receive alms or an offering), standing in a reverent or respectful posture".
Arjuna did it to offer obeisances to the Supreme Lord Krishna.
Today we are also doing the same because it's a common practice in Hindu dharma as we see from the above Gita verses and other scriptures.