The most important thing to remember about prayer is to be sincere. Prayer is a form of conversation. Just like you speak to someone you love and trust, you speak to God the same way. God loves you and He wants to have a relationship with you. To affirm and renew that relationship, you must come to Him with an open heart and admit that you need Him.
You don't have to be afraid; He already knows who you are. Believe it or not, He's been expecting you. If you're not sure how to begin, here is a prayer that can get you started.