Teach us to pray

He was praying in a certain place, and after he had finished, one of his disciples said to him, "Lord, teach us to pray, as John taught his disciples." He said to them, "When you pray, say: Father, hallowed be your name...." Luke 11:1-2a

What does it mean to pray? Why shouldn't we give up? Is the whole idea a bit ridiculous in our scientific world?