I've heard that expression for years without thinking much about it until recently. The reasoning is that
supposedly you can't just say a prayer and consider a matter closed and settled with God, instead we are told that we have to 'pray through'. When someone says that you have to 'pray through', it brings to mind a picture of someone in constant, intense prayer, possibly for hours. People who tell you to 'pray through' will also tell you that if you have prayed a brief prayer, then you haven't 'prayed through'. When asked how to know when this has been achieved, they'll tell you that 'you get a feeling', or say that praying through is so intense and difficult to do that you could spend hours reaching this mysterious goal, and that just isn't necessary. Pray through to what? Pray until you're sure God heard you? BZZZT! Wrong Answer! God heard you even before you asked! Isaiah 65:24, "And it shall come to pass, that before they call, I will answer; and while they are yet speaking, I will hear." Pray until you SEE the results? BZZZT! Wrong Again! 2 Corinthians 5:7, "(For we walk by faith, not by sight)"
Lets take the example of two people in different churches, they both hear the word of God preached and become convicted of their need for God. Both respond to the altar call and go forward. Both are met at the altar by one or more church members offering to pray with them and lead them in a prayer of salvation. Each prays a heartfelt sincere prayer, confessing that they are a sinner and invite Jesus to live in their hearts as Lord and Savior. They don't necessarily feel any different except that they knew that they had to come to God and did their best to do so. As with many new Christians, each has that nagging little voice of the devil whispering in their ears, telling them things like "it didn't really work you know, you're still gonna go to hell." Or, "your sins are just too much. You are too evil and nasty for a righteous God to forgive." And more nonsense like that. They each express these doubts to the pastor of their churches. One person is reassured by the pastor that God's love is stronger than any sin, and if they were sincere when they prayed, then they are forgiven and have been born again. The other is not so fortunate. That person's pastor explains that they must not have 'prayed through'. This poor confused soul then ends up praying with the pastor and often one or more other church members for hours. Crying, pleading, begging God for forgiveness, confessing every sin imaginable. Even confessing sins that someone suggests they might have done without realizing it.
Which of these two 'prayed through'? Both of them. They acknowledged that they were sinners, and accepted Jesus. And most importantly, their prayers were heard and accpeted on the first try. They fulfilled all the scriptural requirements for salvation. One of the two pastors involved simply had the idea that if you don't plead, beg, and cry like someone just cut your hand off, then you're not really saved. And thus decided that the person had not 'prayed through.' Bullcookies!
It's important to point out here that im not saying that there is no place or reason for long intense prayers, there are times when that is not only appropriate, but required. Particularly in cases of intercession, although even that kind of prayer doesn't have to be the torture that some would have us believe that it is. It is also important to note that we should all make it a point to spend quality time with God each and every day. Not just simply to ask for things or when we're in trouble, but just like you would spend time with a good friend because you enjoy their company, we should enjoy God's company.
The main ingredient in prayer is faith. Pure and simple. Without it you cannot please God. It is the substance, or foundation of things hoped for (earnestly, intently expected and eagerly anticipated). It is more than belief, because you can believe something without having faith, but you cannot have faith in something without believing.
Before praying, the first thing one has to know is what they are praying about. Is it in line with God's word? What scriptural promises are relevant? What does God have to say about the subject in general? What does He have to say to believers about it?
Understand that prayer is simply a matter of talking to God. There is no need to talk to him any differently than anyone else that you love and respect. You do not have to speak in thee's and thou's unless you just plain want to, God is perfectly willing to hear a prayer in ordinary everyday speech. You also do not have to beg and plead for an answer to your prayers. If you were asking your close friend for something, would you ask over and over again without even listening to hear if he said yes? Or would you simply say 'friend, you told me that I could ask to use your car if I needed to, may I use it?' If we talked to our friends the way we talk to God, most of them would decide that we were ignorant children who do not even attempt to listen to the person they are talking to.
There comes a time in any prayer, especially when asking for guidance and knowledge from God, that we should shut up and listen. If prayer is communication with God, then that means that we need to let Him speak too. It also means that we ought to let Him start the conversation when He wants to. We seldom realize that there are times when He has something to say to us, and if we'd only just shut up and listen, we'd find out that He wants to start the conversation most of the time.
We have to humble ourselves before God. This does NOT mean 'Lord, I know I'm unworthy of your help or answer to my prayer but . . .' it means accepting what He says we are. It means that if we have accepted Jesus as our lord and His sacrifice in our place on the cross, then we are made into His righteousness and have the right and privilege of praying in confidence. We need to have faith as a key foundation for our prayers. Otherwise, we are wasting our time. (mark 11:22-26). If I do not have faith that God will supply all of my needs, then I have NO business asking him to! Instead I need to get my faith in gear, humble myself and accept that what God says is right, and change my way of thinking and believing to line up with what He says. Then and only then am I in a position to ask God to supply this or that need in my life. You have to believe God, then faith comes into play when you ACT on that belief.
Forgiveness is another important element. How can I refuse to forgive someone for something, and then expect God to forgive me? Easy . . . I can't. God expects us to forgive others just as He has forgiven us, if we don't, then we are nothing more than hypocrites that will never get anything out of prayer except a sore throat from talking too much.
So, the way to approach prayer is to think of it like having a sincere, honest conversation with your best friend, speaking to them in an intelligent, respectful manner and allowing them to talk as well. After all, God is and always will be the best friend you'll ever have.