Thanks for your email, the issue you have raised is really important (and often misunderstood).
Let me say firstly that God has heard your prayers and all heaven delights that you have turned back to him. You can be asured that you are a Christian and that God dwells with you by his Spirit. You may not feel that way but rest assured that that is the case.
You see feelings can be deceptive and sometimes we have to move beyond our feelings to the facts of a matter. This is why the bible is so important -it tells you what God has done and what the implications of that is. Most importantly it tells us of his promises and his faithfulness in keeping those promises. One such promise is John 3: 16
“For God so loved the world that he gave his one and only so, that whoever belives in him shall not perish but have eternal life”
That is God’s promise. If you have done that then you can be assured that you have been saved. Another one is
If we confess our sins, God is faithful and just and will forgive us our sins and purify us from all unrighteousness. [1 John 1:9]
If you have prayed for forgiveness of sins, then trust in the promise of the Bible that you have have been forgiven.
You see the real Christian experience is not a feeling but a relationship based on trust (or faith). The Bible records all sorts of varying experiences that different followers of Jesus had, but the fundamental experience of a relationship with God is trust (or ‘faith’) in Jesus..
Now there are three points that come from this, that I think address your question.
1. Faith is always “in” something, you just don’t ‘have faith’, you have faith in something. You can have faith in the train timetable, in a particular politician, in a restaurant, in your spouse, in a chair - all of us have faith in all sorts of things. Christians are people that have faith in Jesus - this is what defines a Christian.
2. Faith is always “for” something, it looks forward to an outcome. Your faith in the train timetable may be for accurate information about when a train will arrive, or faith in a restaurant for good food, or faith in a chair to hold you up when you sit on it, etc. A Christian has faith in Jesus as the one who is able to save us from Sin and Death, and as the one whom God has appointed as Lord of all.
3. Faith does not always have the same feeling associated with it, and may sometimes not feel like anything at all. Think about what having faith in a chair feels like…sometimes, say after a long walk, it feels great to look forward to sitting in that chair, but if we have put on a bit of weight then sitting down in the chair may be accompanied by some anxiety or some doubt. There will also be some times when we sit down in the chair without even really thinking about it or feeling anything. It is a similar thing with having faith in Jesus - the evidence that you are a Christian is that you trust Jesus, not that you have any particular feeling.
Now, praying to Jesus is an exercise of faith in Jesus (much in the same way that ‘sitting’ is an exercise of faith in a chair). Do not be worried about how it ‘feels’. The real question is do you trust Jesus? Do you trust that Jesus is able to hear your prayers, do you trust that Jesus is able to answer your prayers, and do you trust that Jesus loves you?
God hears our prayers and answers them (though not always in the way, or with the timing, that we might expect). I know this, not because of how I feel after I have prayed, but because I trust in the promises that God makes to us in the Bible.
Let me encourage you to keep reading the Bible to learn the promises of God that we can put our faith in, and to keep praying, and to get involved with a church community that will encourage you in these things.