THE SIMPLE ACT OF STARTING
So the best piece of advice I can give is to say simply this: begin. Do not worry about doing it wrong. It isn't our business to know how to pray, it is our business to let God teach us. If you are a seasoned vet at prayer, the following might be somewhat useless to you, but if you are, like me, a beginner, then may I offer a couple of things to keep in mind:
1) God is active when we pray. I think we need to learn to cultivate an attitude that recognizes that we are not to be the more active/vocal partner in prayer dialogue. This is a hard discipline to develop because learning to recognizing God's voice is difficult and frustrating and a life-long process. That being said, let God lead. Do not feel like you need to fill the entire prayer with chatter. Even in silence, God is at work in you as you let yourself be open to His leading Spirit. Prayer is communion with the living God; who are we to thing that the activity depends on our activity? We are not the lead partners in the prayer-dance.
2) God honors even broken prayers. As I said above, it is not our business to know exactly what to pray for. The hard truth is that we are sinful, limited beings, and God's perspective is not ours. Therefore, it is not an inappropriate thing to admit to God that you are unsure of what to say. The Bible says that God's Spirit intercedes on our behalf when we are overwhelmed an unable to discern the best thing to pray for. Even the most pitiful, uninformed prayer is a blessing to God if it is offered in honesty, with open hands. It is an important thing to learn to pray for our prayers.
3) The goal of prayer is God. This is a personal soapbox of mine. I don't like the idea of prayer having as its core purpose submitting our requests to God. We should not pray because through praying we tell God what we want. We pray because in prayer, we encounter God Himself. Communion with the divine is our chief end. In prayer we are exposing our deepest selves to the governance of sovereign God, letting our hard hearts be shown sensitive to the will of our loving Father. We pray so that God will tell us what He wants.
Hopefully these things are helpful to you in establishing a habit of prayer in your life with Christ. Obviously, there is far more that could be said about prayer, and eventually we must move past these humble beginnings. But the important thing here is to begin. Do not delay, simply come before the God of grace and begin. As you do, you might want to share some of your joys, frustrations, experiences or anything else on here or with someone you trust.
"Lord, teach us to pray."