Christians are to "pray without ceasing" (1 Thes. 5:17). Some have trouble doing this simply because they forget what to do in prayer.
The acronym "A-C-T-S" is one way to remember.
A - Adoration. Prayer is a time to adore/praise God. David prayed, "Thine, 0 Lord, is the greatness, and the power, and the glory, and the victory, and the majesty..." (1 Chron. 29:11). Don't just ask things of God, acknowledge His awesomeness.
C - Confession. Prayer is also a time to confess sin. John wrote, "if we confess our sins, He is faithful and just to forgive us our sins..." (1 Jn. 1:9). One whose iniquities have separated him from God should exercise this privilege. Admit your wrongs!
T- Thanksgiving. In prayer, we should express our gratitude to God. It is "with thanksgiving" (Phil. 4:6), that our request are to be made known to Him. Do you appreciate the good things you have, love, and hope for? Tell God "thank you."
S - Supplication. This is where we make our requests. There are many things for which Christians ought to ask - wisdom, peace, patience, opportunities to teach, etc. Brethren, don't forget to pray.