Imagine you see Jesus sitting close to you. In doing this you are putting your imagination at the service of your faith. Jesus isn't here in the way you are imagining him, but he certainly is here, and your imagination helps to make you aware of this. Now, speak to Jesus .... if no one is around, speak out in a soft voice .... Listen to what Jesus says to you in reply, or what you imagine him to say .... That is the difference between thinking and praying. When we think, we generally talk to ourselves. When we pray, we talk to God.
Anthony de Mello SJ, Sadhana pages 78-79
Saint Ignatius calls this conversation a 'colloquy', and says:
A colloquy is made, properly speaking, in the way one friend speaks to another, or a servant to one in authority - now begging a favour, now accusing oneself of some misdeed, now telling one's concerns and asking counsel about them. .... In the colloquies we ought to converse and beg according to the subject matter; that is, in accordance with whether I find myself tempted or consoled, desire to possess one virtue or another, or to dispose myself in one way or another, or to experience sorrow or joy over the matter I am contemplating. And finally I ought to ask for what I more earnestly desire in regard to some particular matters.
The Spiritual Exercises nos 54, 199