Jesus did and we should follow His example.
John 11:41-42 Then they took away the stone from the place where the dead was laid. And Jesus lifted up his eyes, and said, Father, I thank thee that thou hast heard me.And I knew that thou hearest me always: but because of the people which stand by I said it, that they may believe that thou hast sent me.
To confess our sins.
Luke 11:4 And forgive us our sins; for we also forgive every one that is indebted to us…
So we will be blessed.
Job 42:10 And the LORD turned the captivity of Job, when he prayed for his friends: also the LORD gave Job twice as much as he had before.
Matthew 7:7-12 Ask, and it shall be given you; seek, and you shall find; knock, and it shall be opened unto you: For every one that asks receives; and he that seeks finds; and to him that knocks it shall be opened.
To praise God.
Matthew 6:9 Therefore pray like this: Our Father which art in heaven, Hallowed be thy name.
To ask for help.
John 14:13-14 And whatsoever you shall ask in my name, that will I do, that the Father may be glorified in the Son. If you shall ask any thing in my name, I will do it.
There is power in prayer.
John 15:7 If you abide in me, and my words abide in you, you shall ask what you will, and it shall be done unto you.
Matthew 26:41 Watch and pray, that you enter not into temptation: the spirit indeed is willing, but the flesh is weak.
Pray to please God.
Proverbs 15:8 The sacrifice of the wicked is an abomination to the LORD: but the prayer of the upright is his delight.
Jesus told us to pray.
Luke 18:1 And he spoke a parable unto them to this end, that men ought always to pray, and not to faint;