OP's use of am going to is a semi-auxiliary modal (as opposed to the 'fully auxiliary' modal will) used to express what would be the future tense in other languages.
English doesn't really have a future tense - we just use the present tense plus those 'helper' auxiliaries. Will and be going to are pretty much interchangeable for this purpose, but will stays unchanged, whereas be going to conjugates as normal (I am going to. You are going to...)
Note that this usage is not the same as, for example, I am going to London. Although thatthis may have a 'future' sense, it can also be present tense (you could say it to a traffic cop who stopped you en route and asked what you were doing).
The 'primary' verb in my example is to go, but in OP's it's to pray. This is more obvious in the alternative/equivalent future tense I will pray.