Our Lord Jesus Christ taught his disciples to pray. That’s what we can learn from the “Our Father”. In his introduction to this 3rd main part of the Christian faith Dr. Martin Luther writes the following:
We have now heard what we are to do and believe. The best and most blessed life consists of these things. Now follows the third part, how we are to pray. We are in such a situation that no one can keep the Ten Commandments perfectly, even though he or she has begun to believe. Besides, the devil, along with the world and our flesh, resists them with all his power. Consequently, nothing is so necessary as to call upon God incessantly and to drum into his ears our prayer that he may give, preserve, and increase in us faith and the fulfillment of the Ten Commandments and remove all that stands in our way and hinders us in this regard. That we may know what and how to pray, however, our Lord Christ himself has taught us both the way and the words, as we shall see. (440)
This should be kept in mind above all things so that we may silence and repel thoughts that would prevent or deter us from praying, as though it made no great difference if we do not pray, or as though prayer were commanded for those who are holier and in better favor with God than we are. Indeed, the human heart is by nature so desperately wicked that it always flees from God, thinking that he neither wants nor cares for our prayers because we are sinners and have merited nothing but wrath. Against such thoughts, I say, we should respect this commandment and turn to God so that we may not increase his anger by such disobedience. By this commandment he makes it clear that he will not cast us out or drive us away, even though we are sinners; he wishes rather to draw us to himself so that we may humble ourselves before him, lament our misery and plight, and pray for grace and help. Therefore we read in the Scriptures that he is angry because those who were struck down for their sin did not return to him and assuage his wrath and seek grace by their prayers.
From the fact that prayer is so urgently commanded, you ought to conclude that we should by no means despise our prayers, but rather prize them highly (441)
In the second place, what ought to impel and arouse us to pray all the more is the fact that God has made and affirmed a promise: that what we pray is a certain and sure thing. As he says in Psalm 50[:15], “Call on me in the day of trouble; I will deliver you,” and Christ says in the Gospel in Matthew 7[:7–8], “Ask, and it will be given you,” etc. . . . “For everyone who asks receives.” Such promises certainly ought to awaken and kindle in our hearts a longing and love for prayer. For by his Word, God testifies that our prayer is heartily pleasing to him and will assuredly be heard and granted, so that we may not despise it, cast it to the winds, or pray uncertainly.
You can hold such promises up to him and say, “Here I come, dear Father, and pray not of my own accord nor because of my own worthiness, but at your commandment and promise, which cannot fail or deceive me.” Those who do not believe such a promise should again realize that they are angering God, grossly dishonoring him, and accusing him of lying. (443)
Therefore from youth on we should form the habit of praying daily for our needs, whenever we are aware of anything that affects us or other people around us, such as preachers, magistrates, neighbors, and servants; and, as I have said, we should always remind God of his commandment and promise, knowing that he does not want them despised. This I say because I would like to see people learn again to pray properly and not act so crudely and coldly that they daily become more inept in praying. This is just what the devil wants and works for with all his might, for he is well aware what damage and harm he suffers when prayer is used properly.
This we must know, that all our safety and protection consists in prayer alone. For we are far too weak against the devil and all his might and forces arrayed against us, trying to trample us underfoot. Therefore we must keep this in mind and grasp the weapons with which Christians are to arm themselves for resisting the devil. What do you think has accomplished such great results in the past, parrying the counsels and plots of our enemies and checking their murderous and seditious designs by which the devil expected to crush us, and the gospel as well, except that the prayers of a few godly people intervened like an iron wall on our side? Otherwise they would have seen a far different drama: the devil would have destroyed all Germany in its own blood. Now they may confidently laugh and make their snide comments. But by prayer alone we shall be a match both for them and for the devil, if only we persevere and do not become weary. For whenever a good Christian prays, “Dear Father, your will be done,” God replies from above, “Yes, dear child, it shall be done indeed, in spite of the devil and all the world.” (444)
The following excerpts are from The Book of Concord : The confessions of the Evangelical Lutheran Church edited by Kolb, R., Wengert, T. J., & Arand, C. P. (2000). Minneapolis: Fortress Press.