If we look at Jesus' words in Luke 11, we can learn the who, the what, and the why of prayer.
First the who of prayer. Luke tells us that Jesus began by saying "Father". It's a different form of address from the "Our Father who art in heaven" that we're used to. That's a formal approach, acknowledging a title that God carries, like a mayor's "Your Worship" or a judge's "My Lord".
Prayer is a personal address to the sovereign God. Imagine presuming to approach One called the Father of all, who is creator, high above all!
The disciples asked how they should pray, and Jesus taught them to call God not just "Father", but "Abba", "Daddy". A relationship between parent and child, yes, but that relationship at its most intimate.
"Father" is what you call him as you stand before him, waiting for an answer. "Daddy" is what you say when you're cradled in his arms and his attention is all yours.
Jesus wasn't saying that God is male, or that God can only be called "Father". Jesus showed that God's love for us is a doting parent's love, and that God looks on all of us as favourite children.
That's the who of prayer: to whom we pray, and who we are when we pray. As confident of God's listening love as a child should be confident of her parent's love. Accepted, free to tell God all that is in our hearts, able to trust completely.
Pray the Lord's Prayer from Luke 11 slowly, savouring each phrase.
Luke 11:2-4 – Jesus said to them, "When you pray, say: 'Father, hallowed be your name, your kingdom come. May your will be done on earth as it is in heaven. Give us each day our daily bread. Forgive us our sins, for we also forgive everyone who sins against us. And lead us not into temptation but deliver us from the evil one.'" Amen.