Prayer is certainly essential for the christian and thats awesome to hear that you are taking the time to pray. To me God knows your heart and your prayers before you even pray them so i wouldn't get to worried over the i cant feel anything happening moment.
Know that you are loved by Christ so much that he prays for you on your behalf, in those times. In fact he is our mediator and he forever lives to intercede on our behalf. Remember when Peter denied Christ three times and Christ afterwards told Peter that i have been praying for you so that your faith will not fail. e should as Christians take great comfort in knowing that Christ prays for us.
Secondly just because you dont feel anything doesn't mean nothing worked. We as Christians live out our Christian life by what we KNOW to be TRUE and GOOD. We are people who have been changed and though we still live in a fallen world it is in the Word of God where we find our answers to our prayers. When we open up our bibles and read the words of Christ that we are strengthened day by day.
Thirdly, prayer is characterized by its content not so much the act. The transition from praying for what you want and need to now praying to simply thank God and praise him is the transition from a babe in Christ to a mature Christian. We pray yes for God to answer our needs and concerns and thats not wrong but let us always pray that Gods name be praised even if he doesnt answer our prayers at all. God knows whats best for us than we do and sometimes he doesnt answer our prayers for our good.
Lastly, prayer is simply to commune with God. To talk to him as a person since we have access into his presence. To know him and listen to him is to receive what he has given us, namely the divine scriptures, the revealed Word. He has made himself known through Christ and through his Word.
I hope that helps a little bit.