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Prayer is not a means of trying to get from God what we want, but it is rather a means by which we enable God to give us what He wants.
"Prayer is the rope that pulls God and man together, but it doesn't pull God down to us; rather, it pulls us up to Him." -Billy Graham
What is prayer?
The greatest privilege a Christian has is the privilege of prayer. Not only is it a privilege, but it is also the responsibility of every believer. Jesus said, "Men ought always to pray and not lose heart" (Luke 18:1).
Prayer is simply talking to God and letting our concerns and requests be made known to Him. When we pray, we admit our need for God and our utter dependence on Him. Only through a relationship with Jesus Christ do we have access to God (1 Timothy 2:5). We approach God in Jesus' name, not our own.
We're to pray because God commands it (2 Chronicles 7:14; Luke 18:1). Through prayer, we receive things (James 4:2), experience fullness of joy (John 16:24), and find help in times of trouble. Prayer is the cure for worry (Philippians 4:6; 1 Peter 5:7) and also helps us resist temptation (Matthew 26:41).
When are we to pray?
We are to pray always. The Bible instructs us to "Pray without ceasing" (1 Thessalonians 5:17). The Apostle Paul exhorted believers to pray "always with all prayer and supplication" (Ephesians 6:18).