Following this introduction to prayer, there are links to articles involving each of the four types of prayer-adoration, contrition/confession, thanksgiving, and supplication.
An old acronym may serve here: ACTS.
That is, there are different kinds of prayer, as determined by what it seeks or is trying to say: Adoration, Contrition, Thanksgiving, Supplication.
Contrition is the awareness and expression of being merely a creature, and a weak and flawed creature at that, in the presence of the Holy One. We make mistakes; we fail; we fall. To realize that and to pray is comforting and relaxing, for it just confesses who and what we are and the way things are. No need to pretend. God loved us before we existed and knows all our faults. God is merciful. God forgives no matter how many times we fail.
Thanksgiving is joyous praise of God. One who can thank God for everything, good and bad, is a truly happy person. Gratitude and joy are so closely related. And gratitude is a basis for expecting further favors. A little girl compliments her grandmother on her wonderful pie — and asks for more.
Supplication. From the viewpoint of ordinary language and the human condition, this is what prayer means — petition. We ask God for what we need. All prayer is asking. The Our Father is a list of petitions, from "hallowed be thy name" to "deliver us from evil." If God is bothered by prayers of petition, it is His own fault. Jesus has urged us, "Ask and you will receive; seek and you will find; knock and the door will be opened to you" (Mt 7:7).