Jesus is supposed to be our Saviour but most of us think we are just fine and we don't need Salvation or a Saviour, in fact the idea of Salvation especially for modern Western Christians is incomprehensible nonsense. We think of ourselves as capable of saving ourselves, or friends, the Church, the World, it is the ultimate blasphemy.
For Orthodox the foremost prayer is Kyrie Eleison, Lord have mercy, in the West it is the Church's addition to the Angelic Salutation, the Hail Mary, "Pray for us sinners now and at the hour of our death"
Acknowledging our need for mercy because of our sinfulness is fundamental prayer, expressed so well the Western posture for prayer: kneeling before God.
Prayer demands humility and self knowledge. The traditional Lenten disciplines of almsgiving and fasting strips away our pride and leaves kneeling before our Saviour and Lord.