Jesus' teaching about private prayer
The phrase comes from the Sermon on the Mount. Jesus spoke against religious performance, including prayers offered mainly to gain the approval of people. He invited his followers to go somewhere private and speak with their Father, who sees what is hidden (Matthew 6:5-6).
The Greek word translated "closet" in the KJV can refer to an inner room or storeroom. Jesus was not creating a rule that every believer must own a particular room. His concern was the heart. Prayer is meant to be real communion with God, not a way to appear spiritual.
But thou, when thou prayest, enter into thy closet, and when thou hast shut thy door, pray to thy Father which is in secret; and thy Father which seeth in secret shall reward thee openly.
A place can help
Some people choose a physical spot for prayer. It could be a bedroom corner, a chair before the household wakes, a garden bench, or even a parked car before work. Returning to the same place can create a gentle rhythm. Over time, it may become easier to quiet the noise and bring your real thoughts to God.
There is no special power in the furniture or the room itself. Yet quiet can be a gift. Jesus regularly withdrew from crowds to solitary places to pray, showing that focused time alone with God has value (Luke 5:16).
And he withdrew himself into the wilderness, and prayed.
Not the only way to pray
A prayer closet is helpful, but it is not a requirement. Paul urged believers to continue in prayer, which leaves room for short, honest prayers throughout an ordinary day (1 Thessalonians 5:17). You can pray while travelling, doing dishes, waiting for news, or lying awake at night.
Private prayer also does not replace praying with other Christians. After Jesus' ascension, his followers gathered and continued together in prayer (Acts 1:14). Both quiet prayer alone and shared prayer have a place in a Christian life.
How to start simply
Choose a realistic time and place. Start with five minutes if that is what you can manage. Tell God what is heavy on your mind. Thank him for a gift from the day. Ask for wisdom, help, forgiveness, or strength. You don't need impressive words.
Jesus taught his disciples to approach God as Father, to ask for daily provision, and to bring their need for forgiveness before him (Matthew 6:9-12). If your mind wanders, simply come back. You might read a short Psalm, pause, and respond in your own words. A prayer closet is not a test. It is a quiet way of making space to meet with the God who already knows you.
After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name.