Prayer is the way we communicate with the Lord. It is a conversation that includes praise, thanksgiving, confession, and requests. I've shared some thoughts on prayer previously (most notably HERE and HERE). There's not a right or wrong way to pray; the important thing is that we take time each day for prayer. There are numerous scriptures about prayer throughout the Bible that guide and encourage and instruct us to pray.
The book of Psalms is a collection of hymns, poems and prayers. In Psalm 5, David prays to the Lord saying, "For to You I will pray. My voice You shall hear in the morning, O Lord; In the morning I will direct it to You."
In Matthew 6, Jesus teaches us that when we pray, we should "go into your room, and when you have shut your door, pray to your Father who is in the secret place; and your Father who sees in secret will reward you openly."
There are so many things that can vie for our attention and focus each day. Later in Matthew 6, Jesus admonishes us to seek the kingdom of God and His righteousness first.
Sometimes when we pray, it's hard to focus and our minds tend to wander. In times like that, I find it helpful to write my prayers out either in a journal or in my journaling Bible.
Regardless of when or how or what we pray, Oswald Chambers' quote (below) reminds us of the importance of prayer.