This verse has been interpreted in various ways, but the most common that I've heard is that one should pray every day but not literally without ceasing. After all, that's impossible, right?
Paul's comment is not about prayer in the way that we typically think of: a divine grocery list.
Instead it goes together with “Rejoice evermore” and “in everything give thanks.” Evermore, without ceasing, everything. These three words are all about continual action. This passage is teaching to always live in the holy place where there is infinite joy. We live everyday as living sacrifices before God (Rom 12:1-2). Every action, every thought, every desire should be directed towards God.
Another way to say this is that our actions and thoughts should be directed towards our neighbors. Because to show unconditional love to your neighbor is to love God (Matthew 25:34-36).
We pray without ceasing by constantly living in God's presence. This manifests itself in works of love.
In Daniel 9, Daniel prayed towards Jerusalem. In John 4, the woman at the well was concerned with location. Abraham said, “The lad and I will go over there and worship.”
When you live in the holy place, you can pray in any direction. When you follow the good news, you worship in every place. When you are a priest in the kingdom, you don't have to go over there to worship because every action is done for God.
Moses took his shoes off because the ground was always holy. Jacob woke up and said, “God was in this place and I did not know.” Jesus opens our eyes to the reality of the constant presence of God in our lives.
So many Christians were upset because of quarantine canceling worship service. I was also sad that we couldn't meet in person. But staying home and loving your neighbor through social distancing IS worship. As Christians we pray without ceasing. No one can stop you from worshipping because your entire life is worship regardless of what direction you are faced or where you are seated.
A way to express all of this in one thought came to me several days after scheduling this post. Sin is anything that distracts from you praying without ceasing. Sin is anything, in other words, that takes you out of the holy place.