First, many struggle with the idea that they have to have things "just right" in approaching God. I call this the "vending machine" misunderstanding. Much like we put exact change into a vending machine to get out what we want, we feel as though we have to have the "right words," or the "right posture," or address God with the "right title" in order for him to hear us and answer our prayers.
Second, others struggle with what I call the "thermometer" misunderstanding. For this, imagine a fund-raising thermometer where there is a goal line. We imagine prayer this way when we believe that if we can only get "enough" prayers, or "enough" people praying, to hit that imaginary goal line, then God will answer our prayers. When we don't get the answer we want, it is because not enough prayers were offered (or so we believe).
Third, some struggle with a behavioral or moral misunderstanding I refer to as the "Santa Claus" approach. Much like Santa rewards us based on our behavior (whether we've been good or bad), we believe God will answer our prayers if we deserve for him to answer based on our behavior. Thus, when we don't get the answer we wanted, it is our fault, and guilt can be the result.
In Luke 11:1-13, Jesus reminds us that prayer is not about technical approaches to God but about a relationship of simplicity, trust and humility, in which we shamelessly go to God, asking him for what we need, and knowing that he answers us, not with what we want, but with what we truly need. God desires to give good gifts to his children, and he does, through the Holy Spirit who gives us spiritual strength to endure.
As you pray, learn to trust God. Offer simple prayers regularly through the day and look around for how God is answering you through his Spirit.