Prayer is to communicate with the infinite, perfect, all-holy God, Who is Love (1 Jn 4:16). Therefore, prayer is one of the most important aspects of being a human being. Prayer is an awesome privilege and power. In prayer, we are necessarily "in way over our heads." Because of this, "we do not know how to pray as we ought" (Rm 8:26). Thankfully, the Holy Spirit "helps us in our weakness" (Rm 8:26).
The Holy Spirit begins to help us pray by crying out in our hearts "Abba" ("Father") (Gal 4:6). It is shockingly true that the all-holy God of infinite mystery has adopted the baptized as His own sons and daughters. Thus, prayer means communicating with our own Father (see Mt 6:9).
The Holy Spirit makes us holy. Thus, we can pray that through our holiness God's name be hallowed, that is, holy (Mt 6:9).
The Holy Spirit convicts us regarding the sinfulness of building our own kingdom and doing our own will (Jn 16:8). Thus, we can pray in the Spirit: "Your kingdom come, Your will be done on earth as it is in heaven" (Mt 6:10).
In the Spirit, pray always to Abba as Jesus taught us.