What does John 11:41 mean?

Stones used to cover burial plots in the ancient world were neither small nor convenient. The purpose of the cover was to keep scavengers away from the body, and to deter thieves. Wealthier people could afford larger tombs, which could come with correspondingly larger stone caps. The borrowed tomb used by Jesus after His crucifixion had a stone large enough that a group of women knew they'd need help to move it (Mark 16:3). The stone over Lazarus' grave might not have been as large, but moving it was not something one could do without a lot of effort and energy.

The "they" referred to here almost certainly means the assembled crowd. Many people from Jerusalem have come to pay their neighborly respects to Mary and Martha (John 11:18–19). Quite a few of them followed Mary when she went to see Jesus (John 11:31). Those same people are now at Lazarus' graveside, observing what happens (John 11:35–37). With a crowd that size, it would have been easily possible to muster enough muscle to open the grave.

Jesus begins His prayer with thanksgiving to God. As He'll point out in the following verses, the purpose of these words is for the benefit of the audience. The gospel of John refers to Jesus' miracles as "signs." These are incidents with a specific message and meant for a specific reason: to prove that Jesus Christ is God (John 20:30–31).