"Be joyful always; pray continually; give thanks in all circumstances, for this is God's will for you in Christ Jesus" (1 Thessalonians 5:16-18).
Prayer is speaking to God. That we, mere humans, are allowed to come into the presence of, and have an audience with, the Creator and Sustainer of the universe is a wonder that we finite creatures simply cannot fully comprehend. Yet that is precisely what we do through prayer.
Christians have been given the right to fellowship with God through prayer. This right comes solely as result of our position in Jesus Christ: "I am the way and the truth and the life. No one comes to the Father except through Me" (John 14:6).
True prayer is not petitioning God for our needs (or for our perceived needs). Prayer includes petition, but it involves much more. The Lord himself explained what true prayer should include when He taught His disciples how to pray, in what we commonly refer to as the Lord's Prayer (see Matthew 6:9-13). The Lord's Prayer was not meant to be repeated, as it so often is today, as if it were some sort of magical invocation. Rather, it was meant to convey the necessary elements for effective communication with the Almighty. A popular acronym for remembering the necessary elements of prayer is the acronym ACTS. A stands for adoration; C for confession; T for thanksgiving; and, S for supplication.
Some cultic groups teach that we can command God through prayer. They teach that if one has enough faith, anything asked for will have to be granted. That is not what Scripture teaches. Faith is a necessary aspect of prayer, but true faith involves trusting God and acknowledging his sovereignty. God is omniscient -- He knows what is best for His children -- we will receive what we ask for provided that it is His will for us that we should receive it. God's answer may be 'yes,' or it may be 'no': "This is the confidence we have in approaching God: that if we ask anything according to His will, He hears us. And if we know that He hears us -- whatever we ask -- we know that we have what we asked of Him" (1 John 5:14).
Prayer is mandatory -- God requires it. It is a necessary aspect of sanctification. A Christian who fails to pray often is not only outside of God's will, but is neglecting a most wonderful gift -- the privilege of conversing one-on-one with God. True prayer will not be a burden, but rather, will be a time of spiritual refreshment.
"Do not be anxious about anything, but in everything, by prayer and petition, with thanksgiving, present your requests to God. And the peace of God, which transcends all understanding, will guard your hearts and your minds in Christ Jesus" (Philippians 4:6-7).