As a JW if anyone ever said that God answered their prayers I was either very confused because he never answered mine, or because since they weren't JWs God couldn't possibly answer their prayers, since they weren't approved by Him, or I simply did not believe them. "Yeah right, coincidence, or part of that ignorant drivel about "working in harmony with your prayers", yeah, that works pretty good huh? I prayed that I would go out in service and then I did! LOL! You just fulfilled your own prayer. But now I have an entirely different view. My prayers are answered now, every time I pray in faith and need. I don't pray to put God to the test, but when I pray in need, the need is taken care of. And each time, I did nothing. You can see my post about that here: http://www.jehovahs-witness.net/watchtower/bible/216558/1/Why-have-you-remained-theists#4125674
So on to the topic of the OP. I have also had to learn how to pray and at times it can be difficult. I do still fight it. There are many words and patterns that cause me to slip back into the JW mode of prayer and I have to fight it. I ask God to help me to fight it. I have had to read the Bible before I pray. I have also quoted scripture in my prayer to be sure I would have it right. I started out praying to Father, because that is what Jesus taught. I have also prayed to My Lord and My God, because if Thomas was commended for it, then it must be okay. People prayed in the OT and the NT. It helps to read their prayers. I have also asked others to pray for me because I felt that my prayers were flawed somehow (in the early days).
Not just Stephen but John and Paul and others also prayed to Jesus. "Come Lord Jesus!" I have found many times that praying to Jesus comes more naturally to me and I am comforted by 1 John 2:27. As JWs the names and titles of God were broken for us. :( I can also switch to praying to the Father just as Stephen did. Here is a link about prayer that really helped me:
Please don't let me offend you as I do not know where you are in your walk, but one thing that really helped me was researching the Living Water that Jesus spoke of to the Samaritan woman in John 4 and John 7:37. What did they need to do to receive the Spirit? Know to whom they were speaking and ask Him for it. :)
The two biggest thing that are helping me with my prayers right now is studying God's name and studying the manifestations of God. I have also found that reading Genesis chapter 18 and other passages in the OT I see that sometimes YHWH is speaking of God, plain and simple, the God who manifests Himself to us in three ways, and other times the name YHWH is referring to Jesus. In studying God's name I have found that Jehovah is not really any more accurate than LORD and that "name" means something other than "name" in the Bible. Try reading http://www.seekgod.ca/htname.htm and http://www.seekgod.ca/htwhatsinaname.htm
Your sister in Christ,