A few years ago, I wanted to improve my fitness. Rather than pay a fortune for a gym membership, I decided to take up running. There was a problem, though. While some of my friends were running triathlons and marathons, I was struggling to run to the end of the street. I knew what my friends could do, but I couldn’t do it myself.

I’ve met lots of Christians who have the same dilemma with prayer. They want to pray, and they listen to enough prayers in church to...