This is part 5 of a 5 part series. (Read Part 1, Part 2, Part 3, Part 4).
Everything. To put is as simply as I can, we should pray about everything. We can never forget that prayer is the fundamental basis of our interaction with God the Father. He is our Father and we are his children. He wants to hear from us about everything. The easiest place to look is to the prayers of Jesus to get an idea of what this sounds like.
Matthew 6:5-13 gives us a solid layout on what our prayers can be like.