Prayer and emunah (faith) go hand in hand. Prayer, and especially hitbodedut and personal prayer in your own words, make God so much more real to you. If you realy believe in a Creator, then He's someone you can talk to. And the more you pray and recieve divine intervention the more faith you will gain, and the more small miracles you will start to notice. God is not just a figurehead from the torah (bible) that exists for Judaism, major religions, and morals. A connection to HaShem (God in Hebrew) is meaning, purpose, and direction. He is the source of your soul, your life force, the universal truth, and the reason you are alive. True happiness is inner happiness and inner peace. Inner peace comes from a meaningful life. Depression, anxiety, and sadness come from a desire and and dependence on outside sources of happiness and excitement. Rebbe Nachman of Breslev says this from of meditation (personal prayer and hitbodedut / hisbodedus) is heaven on earth, like living in paradise.