For me, after watching Matilda, I always wanted telekinesis. I think the movie really resonated with me for other, more substantial reasons, but I remember as a kid wishing that one of my high-stress situations would let me get those powers.
Edit - Fun fact: I had a sibling who stopped believing in God because they prayed for Wolverine claws as a kid, but didn't get them.
Flying! I had a recurring dream as a kid where I'd be flying over the playground at school, more or less Mario 64 style.