Jesus teaches us through Matthew 6.6 that prayer must be a voluntary act.
In fact, prayer represents the gateway, the one that opens to us the other reality far from distractions and hubbub of life. Praying is the action of wanting to go to Meet Him and concentrate on Him.
The room, mentioned in this verse, is a secret place which can be the bathroom, the car, whatever. ..but the important thing is to set yourself apart. It is the disposition of the heart that counts.
The secret place is the heart, it is the deep thoughts that only God sees.
When we enter this place, we must be aware that every word we say must be in line with what the heart thinks.