I've thought about this a lot in the last 12 years. I've listened to sermons, read the Bible, read some tutorials, attended and led prayer groups.
Prayer is talking to God. That's a simple definition but I find no fault in it. As Phillipe of Ladyhawke fame says, "I talk to God all the time." And I do. Even when I was so angry I turned my back on God, I couldn't make myself stop talking to Him.
But I don't think it's just me talking to God, even as I don't think any conversation should just be talking at someone. The goal of talking is to share information. To make a change in myself, or the other person, or both, hopefully.
Prayer should change something. I used to think it should change circumstances, or more specifically, prompt God to change circumstances. The idea being He would change more things if only we would ask Him to.
That can happen. I absolutely believe God can do anything, absolutely anything He wants, up to and beyond raising the dead. I also believe God will do what He thinks is best, and I no longer believe I have any idea what that is.
I now believe, for the most part, prayer is meant to change me. The daily practice, both at set times and on the fly, is meant to put myself into a place where I can experience the wonder of God no matter what is happening. Where I can suspend judgment of immediate results and accept that God is good, and His plan is good, and that's good enough until God says it isn't.
That sounds like I've mastered living in God's presence. I haven't. Far from it.
I'll keep praying about it.