1 Thessalonians 5:17 (NKJV) pray without ceasing
Many of us see a Scripture that says to pray continually and assume it means to stop whatever you are doing and pray. Since this is not possible to do continually, it must be figurative. However, this is not the case.
The word we misunderstand is the word pray. To pray does not necessarily mean to stop what you are doing and pray. Praying is communicating with God. The Bible tells us in Hebrews 13:5, "For He Himself [God] has said, "I will never leave you nor forsake you."" Since God is always with us He hears everything we say.
A good example in Scripture is when Jesus raised Lazarus from dead. Jesus said in John 11:42, "And I know that You [God the Father] always hear Me, but because of the people who are standing by I said this, that they may believe that You sent Me." Jesus said this just before the words, "Lazarus Come forth", that brought Lazarus out of the tomb. So why did Jesus make a point to say the Father always hears Him?
When Jesus first heard about Lazarus, He did not stop and pray. He simply said, "Our friend Lazarus sleeps, but I go that I may wake him up."
(John 11:11) That was it---the dead raising prayer of Jesus Himself.
Now I am not taking anything away from personal fellowship and prayer; that is where you get intimate with God and learn His heart for you. Jesus did this often too.
What I am learning to grasp is His continual fellowship. I consider His presence in all my conversation---I am so glad for grace! It is a process but a worthwhile one.