In my years of teaching religion, I have had the privilege of learning with my students about the nature and purpose of prayer. Perhaps – and to be candid about it - teaching my students the value of prayer is what really matters in teaching my Religion subjects. 
So, from the honest questions of my students about prayer, I have grown more convinced of the need to understand everyday the primary sense of prayer to life. It is the key to our survival, it is like the oxygen we need to live. This thought follows the lead of the Danish philosopher and founder of existentialism – Søren Aabye Kierkegaard.
His philosophy can significantly be described as religious existentialism that provides important reflections on the meaning of prayer to human existence. For instance, he likens a life of prayer to the air that we breathe in order to stay alive. Prayer then expresses a vital aspect to the meaning of being human. As important as the air that we breathe, praying allows us to know ourselves in terms of our own limitations, and therefore, of the need to raise such to the Absolute we call God.
Why do we have to pray? What is prayer? How do we pray? I have come to the conclusion that prayer is what is uniquely proper to creation. “How clearly the sky reveals God’s glory!” (Psalms 19:1).
From the whole of creation’s praise to God, we posit prayer as a common, that is, a communal activity. Most people see this in their daily routine. It is explicitly part of their religious or pious expression especially during significant occasions in their lives.
Prayer becomes a spontaneous and natural gesture of the so-called devoted or religious person before and after doing a particular activity in their daily lives. It is almost inconceivable for an individual believer or an existing group of believers to profess their faith without performing an act of prayer.
Generally, prayer is understood as a communication between the human person and God. It implies a certain intimacy between God and the believer that involves not merely an external experience but more of an internal experience. This leads us to an important element of being human which is humility. A person cannot experience God without humbly acknowledging that there is God whom he needs. Kierkegaard’s expression is most straightforward, thus:  “Prayer does not change God, but changes the one who prays.”
It is very important to know how a person prays including the contents of his prayers. Almost all people who claim to be praying follow common forms such as: adoration/praising the Lord, thanksgiving, petitions like asking for forgiveness, blessings, for help, guidance, protection, and strength, etc. While prayers vary in sequence and in emphasis, they acquire a similar form of prayer like those mentioned above.
To my understanding, prayer is essentially an existential human activity oriented towards self-discovery. Prayer leads to a life of constant renewal, of transforming one’s relationships with others into new creations. In other words, prayer implies a spirituality of transformation.
As an act of praise, of gratitude, of sorrow, and of petition, prayer constitutes the relational character of every human person.  In truth, that I pray means I recognize my relationship with God, the ultimate Other. By praying, I humbly acknowledge that there is someone far greater than I am to whom I submit my will. “You shall not have other gods before me” (Exodus 20: 3). That is the meaning of uttering “Amen.” Praying to oneself then is plain narcissism!
I pray to God. That is, I pray to grow in my faith in the God I believe in. I pray to develop a positive relationship with God who reveals himself to me that I profoundly discern only through a life of prayer. 
Prayer and transformation are inseparable. An authentic transformation must be founded in prayer, and that a genuine prayer is only possible if its fruit is transformation. Accordingly, prayer cannot simply be reduced as a human activity “apart” from the life of the person. Rather, prayer is very much “a part” of the person’s life because prayer leads to transformation.
So, it makes sense when we do not stop praying because we transform ourselves by praying. For to live a meaningful existence is to experience life with joy in the midst of God in prayer!  As Saint Paul clearly puts it: “Be joyful always, pray at all times, be thankful in all circumstances” (1Thessalonians 5:16-18).