It's not something people may think about, especially those who have been in an evangelical and/or non-denominational Christian community for some time.
You're sitting there in church/a meeting/class/a bible study, and all of a sudden the primary speaker closes his or her eyes (doesn't even bow his or her head!) and starts with a "Heavenly Father" or "Dear God" or "Abba, daddy, hey-yo!"
By the time you realize it's a prayer, the leader could already be saying "In Jesus' name" and finishing the prayer you didn't know was happening!
Listeners of yours may be deep in thought, reflecting on a past experience, wondering how their loved one would receive such teaching, or simply trying to take in what they are thinking and feeling at the moment. They also may be wondering where you're going with your teaching, since throwing in "ambush prayer" is an easy way to end something without giving a good conclusion.
Conclusions to teaching are tricky, but what can make them mystifying is if you all of a sudden look like you're easing a tension headache by tightly shutting your eyes and elevating your hands to waste level.
So, folks, if you're ever in charge of teaching people or giving a testimony and you want to end something with a prayer, first of all make sure you are actually ending what you have been saying, and then say "Let's pray." They're just two simple words that unify the church by getting them all on the same page.