Mystical theology has no hard and fast rules about what you must be thinking when praying. The great masters of prayer all agree on one thing. Prayer is to place yourself in God's presence. St. John Baptist de La Salle, the founder of the Christian Brothers always began leading the brothers in prayer with a simple phrase, "Let us remember that we are in the holy presence of God."
I always suggest that people begin with this little phrase. It's very helpful. It helps put them in the space where God is to be found, not that he's not always aournd us, because he is. But usually, we're paying much attention. God understand that our minds are often filled with many other things, including our jobs, families, health and so forth.
Are centainly the forms that prayer take. In the early stages of prayer, one can pretty much control which way prayer goes. I mean that you can decide whether you want ot ask for something, pray for someone, thank God for something, praise him and adore him. As you progress in prayer, you find that you have less control. This too is part of prayer. One begins to go with the movements of the Holy Spirit who prays from within us, as St. Paul says.
There is nothing that is really a "no no" in prayer as far as thoughts are concerned. Every thought that crosses our mind can be turned into a prayer. Let's put it this way, every thought that cross our minds can become a topic of conversation between us and God, even sinful thoughts. Sometimes, these cross our mind too and we need healing from them.
I always recommend that people not pray over sexual thoughts, but rather that they take a walk, read a book, turn on the TV, find some distraction. The reason is this. God is not scandalized by our sexual thoughts. Heck, he created our imagination and our sexuality. But we can get so involved in these thoughts that instead of talking to God about our sexual issues or problems, we begin to run home movies in our heads. This can lead into serious trouble. It is best to ask God for help with chastity when one is not feling tempted by impure thoughts.
For some people, the same may be true about anger. If you're so angry at neighbor Sam that you want to punch him in the nose. It may not be a good time to pray over this. It may be better to make a short prayer such as, "God give me patience," and go for a walk to cool off. When you have cooled off, you can talk to God about neighbor Sam and even ask him to let neighbor Sam slip on a banana peel. Not that God will do it, but it's good to unburden with God. It's humbling to admit to God that you would love nothing more than to have neighbor Sam slip on that banana peel. Just make sure that you're not the one who leaves it outside his door.
In general, I would say that when praying about the passions, it is best to do say when the mind is at rest. When the adrenalin is running high, may not be good to pray about the passions. This may be a good time to take a quiet walk with God. Just ask God for peace and go for a walk with him.
It is very important in prayer not to try to feel God's presence. Sometimes, people try to do strange things to make themselves feel God. God is not an "it" that we can manipulate. He is a free living being. He will make his presence felt at his discretion and on his own terms. When we try to make ourselves feel God, what we're really doing is replacing him with some imaginary or emotional substitute that feels good and we call God.
The mystics never made themselves feel God. Most of the time they felt nothign and no one around them. When they did feel God's presence, they called it a consolation, meaning a gift from God. Hence the term, consolation prize. It is something that God gives us so that we don't give up, but not necessary for a life of prayer. Feeling God in prayer is no more necessary than knowing what's in the mind of your spouse when you're making love. You trust the lover and you surrender to the lover. When in the presence of God in prayer, you trust him and you surrender to him. Whatever comes to mind, you share with the beloved, just as you would in human love that is open and trusting.. In God's case, you may as well talk about. Unlike your spouse, God already knows.
I hope these thoughts are helpful to someone.
Br. JR, OSF :)
PS I should add that the highest form of prayer is liturgical prayer. Praying with the Church is the most noble and perfect prayer. If you're not already doing so, I would strongly suggest the Liturgy of the Hours. We must remember that the Liturgy of the Hours are not for personal prayer. They are the prayer of the Church, through the Church and with the Church. We don't offer up the Liturgy of the Hours for the conversion of my son, let's say. Though there is a place in the LOTH for that. There are petitions that may be added to it at that specific point. But praying the psalms is adoring God with his own words.