One of the best ways to grow in faith is developing a prayer life.  Many of us may turn to God in prayer when things get rough but it's really something that we should be doing all the time. Matthew Kelly does a great job explaining prayer in an easy and relevent manner. 

Some of us may say that we don't know how to pray.  That makes sense.  Prayer is personal so it's hard to "teach" someone to pray.  However, let's try to think about prayer in two different ways:
1. Memorized prayers-these help us in difficult times when we may not know what else to say or do.  These prayers help us to moved to God and provide a framework from which our own personal prayers may arise.
2. Personal Prayer-God created you with a voice and a heart all your own. He wants to hear that voice and have that heart shared with him. There isn't a right or wrong way to share your heart with God. If we think of how we talk with a friend, that's how we can think of this. Whether we're having a good or bad day, have received good or bad news, we still seek out our friends and speak to them of the events that matter to us. God is asking to share with him that which matters to us.