Matthew 6:6: But you when you pray, go into your inner room, close your door and pray to your Father who is in secret, and your Father who sees what is done in secret will reward you.
Prayer is talking to God but most of the times, it becomes a just a ritual for some. Prayer is pouring out your emotions, your thoughts, your feelings, and everything. It is like talking to a best friend, or even better an earthly father. Prayer also means telling God everything under the sun. There is no secret to hide from God.
The idea of going to our room and praying is just so that we would concentrate and stay focused on what God tells us when we speak to Him. It is not always easy to stay connected while in prayer other than in a private place because of the many distractions that we are surrounded with outside. God does not want us to make a public show of how we pray and how much we can shout and how fluent we are and how proficient enough we are in our vocabulary. When we pray in private, we are more free to express our needs and desires to Him. We can also pray for others while in private. Does it mean that we are not supposed to pray while traveling or riding or at other times of the day? No. The idea here is spending quality time with the Almighty God and coming before His presence with a sincere heart to speak to Him and listen to Him as well.
When God sees how much we love and adore and believe Him in prayer in private, He will reward us openly so that everyone would glorify Him. When we pray, we should always remember that God is listening to every word that we utter. He will bless us accordingly.