All of us desire to have a better relationship with God through prayer. But there must be a union with God, a coming together in thought, word and deed to our God. This also is how we come to Christ and sustain a relationship with Christ - through prayer. We cannot receive Christ and believe on His name except through prayer (John 1:12–13). Martin Luther wrote: “All of life is repentance”, but that again is prayer. Our chief end, says the Westminster Confession Shorter Catechism, is to “glorify God and enjoy him forever”. All things are then, at their essence, prayer.
At the end of time, history will culminate in a great banquet (Rev 19:9), but as we have seen, we cannot eat with Jesus now. But how then? Through prayer. Jesus' invitation to hear His voice and open the door so He can come in and "eat" with that person is an invitation to fellowship and commune with Jesus through prayer. Prayer though is often draining, even difficult beyond measure, but is the long-term and greatest source of power that is possible. Prayer is a duty and a discipline. Prayer is conversing with and encountering God. Prayer is responding to God's voice that we discern subjectively within our heart. But here we must be careful. Here we sit quietly and wait for intuitions, impressions, and feelings that we then decide is what God is saying to us. Notice why I said you must be careful. The best way for us to hear God's voice though is through the Scriptures. As Martin Luther said (paraphrase), “The Spirit convicts and illumines as we read the Scriptures, so we hear him through his word.”
If you struggle to pray, let me encourage you to look at it as reading a great book or novel that you savor with each word and idea. Prayer is the same. With the Scriptures and our hearts' desire to know God, the combination of the two will bring us to a great peace and reward as there is power in prayer. As we are told and hear so often, “Just do it”.