There is a vast difference between praying to God and experiencing God through prayer. Praying to God is an exercise of our mind and our mind is a part of our soul. However, experiencing God through prayer is fellowship, or better yet, communion, and that happens in our spirit.
When we believe into Jesus Christ, His Spirit mingles with our spirit. He becomes one with us and we become one with Him. We experience, or commune with, God within our spirit, where His Spirit dwells.
As we commune with Jesus Christ in our spirit (something that is RARELY taught among believers) we are transformed into his image. His Spirit, mingled with ours, takes its rightful place as the dominant force in our being. Our mind, our will, and our emotions become led by and one with the mind, will, and emotions of our Lord.
I have recently read a book that has shed even more light on experiencing God through prayer. It is Experiencing the Depths of Jesus Christ by Madam Guyon.
I highly recommend this book for all who seriously want to know and commune with Jesus Christ. I also highly recommend that no matter where you are on your journey in our Lord, that you humble yourself, and become once again like a child, and receive this book from the beginning as though you are just starting out. Because truly, who can, after a lifetime of searching out God Himself, say he was but more than ankle deep in the ocean of a fullness so vast it is unimaginable? Our God is truly an awesome God.