LDS definition: We are all children of God. He loves us and knows our needs, and He wants us to communicate with Him through prayer. We should pray to Him and no one else. The Lord Jesus Christ commanded, "Ye must always pray unto the Father in my name" (3 Nephi 18:19).
As we make a habit of approaching God in prayer, we will come to know Him and draw ever nearer to Him. Our desires will become more like His. We will be able to secure for ourselves and for others blessings that He is ready to give if we will but ask in faith.