In prayer we speak out to another and yet there is a second form of communication taking place simultaneously: we are also speaking to ourselves.
We need to do this because we are a little deaf. It is only through speaking out that we put into words some of our deepest fears, longings, joys and hopes. As we put them into language we begin to hear them for the first time ourselves and gain more insight into our feelings. We are thus, in effect, having two conversations.
Until we have articulated these feelings in such a way they remain a mystery to us. Prayer thus acts as a mode of revelation, not simply revealing our inner world to some presence "out there", but of revealing this inner world to ourselves.