Why: doing it feels good; not doing it feels bad. If I haven't prayed for a while, either I get listless, nervous, and irritable, or I haven't had the urge because I'm badly depressed.

What, from the outside: Being either alone or with other worshipers. Possibly using a focus (religious music, a picture, a rosary). Making a fixed set of gestures. Saying, whispering, or rattling off in my head prayers (usually a psalm, a mantra, or something outright silly like the alphabet). Sometimes, doing louder things like shouting, kneeling, jumping, dancing.

What, from the inside: As I pray, I start feeling relaxed (it feels deep, but actually doesn't last). Then, if I'm lucky, I'll start feeling a specific emotion - awe, reverence, loyalty, gratitude, things like that. I also sometimes feel it when looking at very beautiful things. I might also get strong feelings of joy, hence the shouting and dancing (psalm 117 is made of fun and party hats). Sometimes after praying for a long time I get visual illusions and auditory hallucinations, but that's just me.