Each of us has always existed in the eternal now as God's perfect and harmonious idea. The extent to which this is not being realized and expressed is the extent to which sin and aggressive mental suggestion occupy thought. Through prayer the righteous overcome sin and its attendant demons of fear, disease, and death.
Christ Jesus and Mary Baker Eddy admonish us to enter our (mental) closets, close the door, and pray to our Father in secret. The door, we are told, shuts out sin: sinful sense, the physical senses, the erring senses, the material senses (S&H 15: 4, 7, 10, 16). Those false senses, facets of personal sense, blind us to everpresent God. The door must be shut, not just pulled to, since being even slightly ajar will allow sin and false belief, which can never perceive God, to enter. Then prayer becomes a wrangle with error instead of a communion with God, and tussling with error can have the effect of making its claims appear more real and formidable. In that event what was intended to be standing in God's healing and uplifting presence devolves into a kind of mad hatter's tea party.
It is more important that our prayer be a knowing of Truth than a denial of error. We also cannot permit sin to enter the closet with us to be purged there from our thinking, like Clark Kents entering a handy restroom to emerge as spiritual supermen. Nor is the closet a portal, like the storied magic wardrobe, through which one passes into some enchanted kingdom.
Why must we pray in secret? Secret is being used in the sense of unseen, private, removed from sight. "The Student's Reference Dictionary", explained in previous entries, also gives this inspired definition of secret: "Known to God only." Daily growth in grace will enable us to pray more effectually, but the specific steps each of us takes will of necessity be the result of individual spiritual unfoldment. Then we shall not just read, but know, that "He that dwelleth in the secret place of the most High [abides] under the shadow of the Almighty."