Jesus teaches us how to pray
Even more, what the Father gives us when our prayer is united with that of Jesus is "another Counselor, to be with you for ever, even the Spirit of truth." This new dimension of prayer and of its circumstances is displayed throughout the farewell discourse. In the Holy Spirit, Christian prayer is a communion of love with the Father, not only through Christ but also in him: "Hitherto you have asked nothing in my name; ask, and you will receive, that your joy may be full."
Source: Catechism of the Catholic Church (Vatican.va)