Prayer

Prayer we are always told is one of the most essential components of a Christian's life. We are encouraged in sermons, bible studies and conversations with other Christians to pray often. But what I rarely seem to get is an answer on how to pray or what it means to pray or at least an answer that satisfies me. Sometimes I get the reply its just talking to God or they will say its a 2-way street and you need to make sure you are listening to him too. This doesn't seem to help me any. What listening to God look like? I have never experienced him speaking audibly, although I have asked him to many times. Am I supposed to sit in silence? If so do I try shut down my thoughts and my mind or should I expect God to speak through my thoughts and if he speaks through my thoughts how do I distinguish him speaking from my own will and selfish thoughts. If I am supposed to sit in silence and try to shutdown my mind then how does God speak to me if not through a thought? I feel like this is pretty key and prayer shouldn't be this hard for me to figure out. Any thoughts would be much appreciated.