The reason prayer is so important is, first of all, because our Lord told us that prayer on the ground of His redemption is the most mighty factor He has put into our hands.
Second, it is important because of the personal presence of the Holy Spirit in the day in which we live. We receive our knowledge of the Holy Spirit not by experience first, but by the testimony of the Lord Jesus Christ. The testimony of Jesus Christ regarding the Holy Spirit is that He is here, and the real living experience the Holy Spirit works in us is that all His emphasis is laid on glorifying our Lord Jesus Christ. We know the Holy Spirit first by the testimony of Jesus, and then by the conscious enjoyment of His presence.
"Therefore pray." Prayer is labour, not agony, but labour on the ground of our Lord's redemption in simple confidence in Him. Prayer is simple too because it cost Him so much to make it possible. God grant that we may work His victories for Him by taking His way about it.
Oswald Chambers (If You Will Ask)