How do I create a relationship with God? Why is prayer important? How do I pray?

"I tell you the truth, if anyone says to this mountain, `Go, throw yourself into the sea,' and does not doubt in his heart but believes that what he says will happen, it will be done for him. Therefore I tell you, whatever you ask for in prayer, believe that you have received it, and it will be yours." -Mark 11:23-24