Prayer is the pursuit of Jesus' input and presence. You can’t have a personal relationship with someone you aren’t willing to communicate with. There are many reasons to pray and various ways to do it. But the most important thing is to do it - open that line of communication with your God and see how he responds. 

Why should we pray? 

1. It follows Christ's example.
2. Forgiveness. 
3. For strength and perseverance. 

How should we Pray?

1. With confidence. 
2. With purpose. 

When should we pray? Always.