Then He spoke a parable to them, that men always ought to pray and not lose heart.—Luke 18:1
Why should we pray? The simple answer is because Jesus told us to. Jesus himself was a model of prayer. He was always praying.
In the Garden of Gethsemane as Jesus contemplated the horrors of the cross, He prayed, “O My Father, if it is possible, let this cup pass from Me; nevertheless, not as I will, but as You will” (Matthew 26:39).
On the cross, Jesus prayed for His enemies, “My God, My God, why have You forsaken Me?” (Matthew 27:46).
Before Jesus raised Lazarus from the dead, we read that He lifted up His eyes to heaven and prayed (see John 11:41–42).