The Bible says we are to "pray in the Spirit"

Praying always with all prayer and supplication in the Spirit (Eph 6:18).

What does this mean? How does someone pray in the Spirit?

The word translated "in" can mean "in," "with," or "by means of." The above verse refers to our need of the Holy Spirit to help us with our prayers.

Likewise the Spirit also helps us in our weaknesses. For we do not know what we should pray for as we ought, but the Spirit Himself makes intercession for us with groanings that cannot be uttered (Rom 8:26).

Often, we do not know how to pray or what we should pray for. This is why we need the Holy Spirit to help us. The Apostle Paul may have been contrasting praying with the Spirit (tongues) as opposed to praying with the mind.

For if I pray in a tongue, my spirit prays, but my understanding is unfruitful. What is the result then? I will pray with the spirit, and I will also pray with the understanding (1Cr 14:14-15).

We can see in this verse that the Holy Spirit intercedes on our behalf, and brings to mind the things for which we should pray.