Then He spoke a parable to them, that men always ought to pray and not lose heart. - Luke 18:1
Not only did Jesus tell us to pray, but He left us an example of prayer. We find in the Gospels that He was constantly praying. Here was God in human form walking our planet, breathing our air, and yet feeling the need to be in constant communion with His Father.
It was not uncommon to see Jesus praying when the disciples were sleeping. We know that while He was in the Garden of Gethsemane, He prayed, "O My Father, if it is possible, let this cup pass from Me" (Matthew 26:39). Then, as He hung on the cross, His first statement was, "Father, forgive them, for they do not know what they do" (Luke 23:34). Later He prayed, "My God, My God, why have You forsaken Me?" (Matthew 27:46).
When Jesus raised Lazarus from the dead, we read that He spoke first to His Father, saying, "Father, I thank You that You have heard Me. And I know that You always hear Me, but because of the people who are standing by I said this, that they may believe that You sent Me" (John 11:41–42). Then He shouted, "Lazarus, come forth!" And that is exactly what Lazarus did.
When Jesus fed the five thousand, we read that He first looked up toward heaven and asked God's blessing on the five loaves and two fish that were brought to Him (see Matthew 14:19). The Bible also tells us that children were brought to Jesus so He could lay His hands on them and pray for them (see Matthew 19:13).
So if Jesus felt the necessity to pray constantly, then how much more should we? Pray all the time. Pray about all things. He has given us that example to follow. And we, too, need to be people of prayer.