 Confession means we're saying, I'm sorry. Thanksgiving, of course, means thank you. And supplication means please. Now, each time you pray, you might focus on just one of these areas and then choose a different one the next time you pray. Or you might include several of them or even all four types in each prayer. There's really no right or wrong answer here. Remember, God doesn't necessarily care how you pray. God cares that you pray.