After his very long day in Capernaum, Jesus felt the need to go off to pray alone. That sets us to wondering to whom Jesus would pray, since we know he was the Second Person in the Trinity.
Well, we must go on wondering, since the Trinity is a mystery we humans could never understand. We just know Jesus earnestly needed to pray.
Granted that, we wonder what form his praying could have taken. Often, when you and I pray, we recite set prayers. Like the saying goes, "We say our prayers." Sometimes, though, we just try speaking directly to God.
Another good way for us to pray is to take some fine words from the Scriptures, and then speak to God about the meaning of those passages.
An example of that would be to take Chapter One of John's Gospel. You take the phrases one at a time, talking to God about each of them. What is the Bible telling in saying the following, "The Word was with God, and the Word was God." "All things came to be through him." "In him was Life, and the Life was the light of the world."