The first purpose of prayer is to know God.
Charles L. Allen
"There is no better thing than to pray for what God already wants to give...." John Calvin
"Be still and know that I am God" (Psalm 46:10)
Prayer is so simple. It is like quietly opening a door and slipping into the very presence of God. There, in the stillness, to listen to His voice, perhaps in petition or only to listen. It matters not. Just to be there in His presence is prayer. ... author unknown

The act of prayer is a way of renewing a sense of God’s presence in our lives and of deepening our own faith. It is difficult to pray. We all experience problems with prayer. Prayer requires a relationship. Dependence on God needs to be seen as openness rather than as weakness. We need God, not because we are unable to care for ourselves, but because we were created for such a relationship. Prayer is an act of letting go.
Prayer is the chief point of contact in a living relationship with God. It is the communion of our whole being with God. It is not only one way communication, and it is also not simply talking. Prayer involves talking, listening, and sometimes just enjoying the company of God without words. Richard Foster says that, "Real prayer is life creating and life changing."
It is, "the central avenue God uses to transform us." We begin to see things as God sees them as we change through our prayers. Sometimes our inability to pray is a resistance to change.
Prayer is something we learn to do. We cannot simply become "giants of prayer" overnight. We need to practice, train, spend time and effort, and we will develop a deep life of intimacy in prayer with God. Remember Jesus had to teach His disciples to pray (Luke 11:1). Even though they had probably prayed all their lives, there was something different about the way Jesus prayed. So don't be scared to experiment, even if it seems as if you "fail".
"Ask, and it will be given you; search, and you will find; knock, and the door will be opened for you. For everyone who asks receives, and everyone who searches finds, and for everyone who knocks, the door will be opened." (Matt. 7:7-8)
Because it is the chief part of the gratitude which God requires of us, and because God will give his grace and Holy Spirit only to those who sincerely beseech him in prayer without ceasing, and who thank him for these gifts. (The Heidelberg Catechism, Question 116)
Prayer is an offering up of our desires unto God, in the name of Christ, by the help of his Spirit, with confession of our sins, and thankful acknowledgment of his mercies. (Westminster Larger Catechism, Question 178)
God only being able to search the heart, hear the requests, pardon the sins, and fulfill the desires of all, and only to be believed in, and worshiped with religious worship; prayer, which is a special part thereof, is to be made by all to him alone, and to none other. (Westminster Larger Catechism, Question 179)
We are to pray with an awful apprehension of the majesty of God, and deep sense of our own unworthiness, necessities, and sins; with penitent, thankful, and enlarged hearts; with understanding, faith, sincerity, fervency, love, and perseverance, waiting upon him with humble submission to his will. (Westminster Larger Catechism, Question 185)
"But whenever you pray, go into your room and shut the door and pray to your Father who is in secret; and your Father who sees in secret will reward you." (Matt. 6:6)
The simple act of praying shows faith. We need compassion when we pray for others. "We do not pray for people as 'things', but as 'persons' whom we love" or who God loves through us.
We mustn't make prayer too complicated. Our communication should be open, honest, and built on trust. We should never be afraid of laughter, and joy in our prayers. We need also to remember to pray with confidence.
We can learn about prayer from children and the simply way they approach God, such as, their use of imagination. Imagination can be a powerful aid to pray, it "opens the door to faith". If we imagine Jesus actually doing what we ask, it can be strengthening to our faith. It is not that we are conjuring something up, or manipulating God if we do this under the guidance of the Spirit. It is God who is telling us what to do.
We must not wait until we feel like praying, but like everything else we must do so that we feel like doing (imagine if we only worked when we felt like it, we'd never get anything done). As we 'exercise', the 'blood' begins to flow, the 'muscles' begin to loosen up, and we begin to feel like praying.
"What the church needs today is not more machinery or better, not new organizations or more novel methods, but people whom the Holy Spirit can use - people of prayer... The Holy Spirit does not flow through methods, but through people... and does not come on machinery, but on people... and does not anoint plans, but people - people of prayer... The Church of God makes, or is made by, its leaders."
E.M. Bounds, Power through Prayer