But to me the more interesting question is "Why Should We Pray?" If prayer is a natural extension of believing in deities, then it is natural that in periods of doubt we would pray less. These times, however, are when I believe prayer is most essential even if they aren't "really" there. What, in essence, is in it for us?
One answer is that we should pray because the gods command it of us or that the gods deserve devotion. This is all fine and good, but it is again tied to our doubts and fears, it is mired in our attachments. It also means that when we fail to pray, we feel like we have failed our gods. I do not believe this is strictly the case: I believe that in failing to pray we fail ourselves, not the gods. The gods do not need our prayer and I believe that there is something more to prayer that makes it valuable even if we wonder whether the gods are listening to us.
To answer that in more depth we must first ask what is prayer? Prayer, to me, is a way of attempting to connect with something greater than ourselves. It is the process of opening oneself up to a myriad of possibilities and directions, and laying ourself bare before the universe and--more importantly--ourselves. It is the process of clearing our minds of distractions and reaching for the Divine. Prayer, to me, is not that much removed from meditation. Centering prayer in particular is very clearly a form of meditation, but all prayer has that element to it.
So treating prayer as a form of meditation, one of the major purposes of such is help train your mind. To train yourself to be able to fall into that state of divine reverence, to open yourself up, and to ponder the deeper meanings of a phrase or passage while falling completely into it.
To quote Galina Krasskova in Sigdrifa's Prayer:
I can only speak from my own perspective here, but to pray properly is to lay oneself bear before the Gods. It is to take full responsibility for the flow of one's wyrd and to choose to stand in absolute vulnerability before the Gods. Prayer, when done rightly, can be an immensely frightening thing. It's one-on-one dialogue with the Gods without any distractions or any excuses. [...] It's a frightening thing that inevitably draws one closer to that numinous force that will, without fail bring about change and spiritual evolution. Sometimes it's downright terrifying.
Prayer, essentially, is a state of mind that is related to the words you speak only in how your mind responds to them. The Nicene Creed is a statement of belief, but the proper mindset for saying the Nicene Creed is not rote recitation: it is reflective on what it means. What does it mean to say that Jesus is "begotten, not made, being of one substance with the Father?" What are the implications and history of this belief? Mere recitation pales in comparison and is shallow substitute to educated and considered belief.
When we recite Sigdrifa's Prayer, what are we really saying when we finish the closing:
Eloquence and native wit bestow on us
And healing hands while we live
It's a beautiful passage, but there is more to it than merely reciting it rote. Such has a place, but mostly in so far as its an exercise to train the mind. It is a great place to practice mindfulness.
This is extremely important, to quote Chah Subhatto (ชา สุภัทโท) in Right Practice -- Steady Practice:
You should all bear in mind that this practice is difficult. To train other things is not so difficult, it's easy, but the human mind is hard to train. The Lord Buddha trained his mind. The mind is the important thing. Everything within this body-mind system comes together at the mind. The eyes, ears, nose, tongue and body all receive sensations and send them into the mind, which is the supervisor of all the other sense organs. Therefore it is important to train the mind. If the mind is well trained all problems come to an end. If there are still problems it's because the mind still doubts, it doesn't know in accordance with the truth. That is why there are problems.
In all of this we see several natural reasons to go about the process of praying: It helps us focus our mind and we can honor the spirits. Going about this process says something about ourselves and what kind of people we are, true, but it is more than that: we do it because we need to take those moments out of the day to quietly reflect. Before we talk to a spirit we should cleanse our space and strengthen our connection to the gods as much as possible, and entering that quiet, reflective, prayerful state is a great way to do that.
I'll close with a quote from Henri Nouwen's excellent Wounded Healer
There he comes to the shocking, but at the same time self-evident, insight that prayer is not a pious decoration of life but the breath of human existence.