PRAY WITHOUT CEASING
1 Thessalonians 5:17 states "Pray without ceasing." That is the King James Version that I learned as a child from my Sunday School lessons and Small Catechism. When I was a child and youth, I wondered how a Christian was supposed to pray without stopping, and still do other stuff like reading books, writing papers, taking exams, playing piano, talking to friends and family, playing with the dog, etc. I assumed that I was sinning, because I couldn't pray "all the time".
Then I took Greek in college and learned how to translate the New Testament from Greek to English. One of the tools of the New Testament translator is a "lexicon" that contains all, or many , of the places where the same term is used in the same way. When I came across 1 Thessalonians 5:17 in my Greek studies, I looked up that word "without ceasing" in the lexicon. It said that the same term was used in the same way in: Romans 1:9 and 9:2, 1 Thessalonians 1:2 and 2:13, and 2 Timothy 1:3. Looking at those Bible passages made clear to me that "without ceasing" does not mean "all the time", but rather "on a regular and frequent basis".
What is "on a regular and frequent basis" for Christian prayer and worship? Christians have the liberty proclaimed by Saint Paul: "One man considers one day more sacred than another; another man considers every day alike. Each one should be fully convinced in his own mind. He who regards one day as special, does so to the Lord." (Romans 14:5-6). Thus you may worship and pray together as the church one day a week; or every day of the week, if you consider "every day alike".
The earliest churches met together for prayers and worship on a daily basis, since they considered "every day alike" (see Acts 2:46-47, 5:42, 16:5, and 17:11; and Hebrews 3:13). Later churches had a single day for the entire church to gather for prayers and worship. This became law in the Roman Empire on March 3rd, 321 A.D., when Constantine I decreed that Sunday would be observed as the Roman day of rest. He decreed:"On the venerable day of the Sun let the magistrates and people residing in the cities rest, and let all workshops be closed. In the country however persons engaged in agriculture may freely and lawfully continue their pursuits because it often happens that another day is not suitable for grain-sowing or vine planting; lest by neglecting the proper moment for such operations the bounty of heaven should be lost." This was the practice accepted by Lutherans in the 16th century and thereafter (see Martin Luther, Large Catechism, 1st Part, 3rd Commandment, sections 78-86; Tappert, 375-376).
Besides the Third Commandment, which prescribes weekly worship, Luther also taught us to pray when in any urgent need and also daily. He wrote:"Where there is a true prayer there must be earnestness. We must feel our need, the distress that impels and drives us to cry out. Then prayer will come spontaneously, as it should ... Each of us [also] should form the habit from his youth up to pray daily for all his needs" (Martin Luther, Large Catechism, Lord's Prayer, Preface, sections 26 & 28; Tappert, 423-424).
How should you pray on a daily basis? In the Small Catechism, Luther provided a prayer "in the morning, when you rise", a prayer "in the evening, when you retire", a prayer "when children and the whole household gather at the table", and a prayer "after eating". All versions of the Small Catechism use these prayers, which are well known in Lutheran families.
If you wish to have more prayer than this, there are many excellent resources available for Lutherans, such as: Portals of Prayer (pick up free copies, including large print versions, at our Free Literature stand); Scott Kinnaman, ed., Treasury of Daily Prayer (Saint Louis: Concordia Publishing House, 2009; 1600 pages; ISBN-13: 978-0758615145; ca. $44); J.W.Acker, ed., Lutheran Book of Prayer, 5th ed. (Saint Louis: Concordia Publishing House, 2005; 203 pages; ISBN-13: 978-0758608598; ca. $10); Higher Things Reflections, in text and audio, free (at https://media.higherthings.org/reflections); and Lambs at Pasture of the Steadfast Lutherans, in text, (at https://steadfastlutherans.org/parish/lambsatpasture).
There are other devotional materials and prayer books available, some for free. I only recommend such materials when published by Bible-believing Lutherans who agree with the entire Scriptures and the entire Book of Concord.
I hope this helps your prayer and devotional life a bit.
Yours in Christ,