You have to understand who God is to understand prayer.
As Christians, we know God is an all-good, all-loving, all-powerful being. He exists as three persons, called the Trinity, specifically the Father, the Son, and the Holy Spirit.
When God created the world, he created humans in His image. He made us as His children, and endowed us with free will through an act of unimaginable love.
Before Jesus came, God would condescend and speak to humans, in an effort to form a relationship with them. When Jesus came, he made clear that God is a personal God, and as such wants us to love Him as much as he loves us. Now He loves us perfectly, so he does not expect us to get it right, but that is no excuse for not trying and growing in Him.
Given that God is one God in three persons, how do you have a relationship with Him? Well you need to talk to Him. How do you talk to Him? Through prayer. How do you pray to Him? As He taught us:
>Pray then like this:
>Our Father who art in heaven,
>Hallowed be thy name.
>10 Thy kingdom come,
>Thy will be done,
> On earth as it is in heaven.
>11 Give us this day our daily bread;
>12 And forgive us our trespasses,
> As we also have forgiven our debtors;
>13 And lead us not into temptation,
> But deliver us from evil.
So that's why.