Jesus tells a story about two people going to church (Temple), both pray, both are sinners, God hears both prayers, one prayer is answered (Luke 18:9-14). Genuine prayer is the refusal to live as an outsider to my God and my own soul.
The prayer stories of Jesus teach a lot about prayer. The story of the persistence of a widow (Luke 18:1-8) gives insight into so called "unanswered" prayer. The seeming silence of God to our prayers is not calloused indifference. God is the opposite in every detail to the evil judge in the story.
Prayer is not begging God to do something for us he doesn't know about, or begging God to do something he hasn't time for, or begging God to do something he is reluctant to do! No, in prayer we persistently, faithfully, trustingly come before God, submitting to his sovereign will, confident he is acting, right now, on our behalf.
God is working out his will in our lives and circumstances. So keep praying. Don't quit.