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What is the "the prayer of Jesus"?

The Jesus Prayer is a simple prayer: "Lord Jesus Christ, Son of God, have mercy on me, a sinner." The origin of this prayer came in the 19th century from a poor Russian pilgrim who, on a Sunday Liturgy heard the words of St. Paul to the Thessalonians saying, "Pray without ceasing" (1 Thess 5:17). The command pierced him to the core. How does one pray without ceasing? If prayer is a conversation or dialogue, as he had long understood it to be, how could it be possible to engage in such an activity at all times, through all the events of daily life and social interaction?

The pilgrim's story is told in the classic Russian book, The Way of the Pilgrim. His engagement in finding an answer to this question brought him to the discovery of the "Jesus Prayer". With the Scriptures at hand, he placed himself under the guidance of an experienced elder and engaged in a struggle to develop inner prayer that would occupy the whole of his life.