When Rabbi Steinsaltz was asked, “What is prayer? Do you pray? If so, to whom and for what?” he replied:
The main point of prayer is, in essence, to express and establish some kind of connection with God.
This connection may take on many different forms, but when all the external facets are taken out, it is as if the one who comes before God to pray is saying, “Hello, I’m here.”
From that point, prayer may develop into many different formats: From asking for a favor, to begging for forgiveness, or thanking God because the sky is blue and somebody is smiling.
But the central idea of prayer is to express, in words or in thoughts, that I want to make contact with Him.
In that sense, prayer is a very fundamental point of faith, because it expresses just the essence of faith, in its basic form.
Prayer is always prayer to God, and for a Jew, it doesn’t pass any intermediaries, but rather goes directly to the Supreme Lord Himself.
We may, from time to time, also want – or expect – to get some kind of an answer to our greetings, but that is far more rare, and in any way, a moment of grace.
I do pray, and even though I start with the formal, written prayers that are in the Hebrew prayer book, which are extensive and multi-faceted enough, my prayer changes from day to day.
Sometimes I am asking or begging, sometimes thanking, and sometimes I am simply saying “Hello.”
From “On Faith: A Conversation about Religion with Jon Meacham and Sally Quinn”
http://newsweek.washingtonpost.com/onfaith/