Jesus has given us the "Lord's Prayer" - his prayer. In it there is no mention of Jesus or the Holy Spirit. Isn't that interesting? The prayer is directed solely to the Father and Jesus invites us to pray it with him. We don't say "my father" but together with Jesus we say "our Father."
Read or re-read the Gospel for today http://www.usccb.org/nab/today.shtml and see anew how Jesus responded to his disciples' request. Do we need to learn how to pray? I know that I have lots to learn. So instead of rattling off the "Our Father" let us slowly pray the Lord's Prayer with Jesus, addressing our heart-felt thoughts to our Abba, to our Father. Jesus has already taught us how to pray.