How can I learn to pray? Sometimes I don't know what to say to God?

I'm always told that I need to pray. I watch TV ministry, listen to the gospel station, but I never talk to God. I tried getting down on my knees, praying to him, but my mind just goes blank. I wouldn't know what to say or how to start the prayer. Can anybody give me ways to talk to God? I really do want and need Him in my life.