Any place can be a place of prayer (1 Timothy 2:8). Jesus shows this in his own prayer life, and it is further confirmed in the rest of the New Testament.
But the early Christians also believed it was important to give careful thought to the nature of actual prayer spaces—especially those to which we return again and again for prayer.
For them, the holiest place for prayer was in a particular room in their houses. These little oratories became the primary space for praying. Even when hermits lived in caves, they would still dedicate a particular portion of it as a place of prayer.
We carry this into our practices today, as we choose a specific spot for our ongoing devotional life. There is something holy about consecrated space for worship. We may pray throughout the day in all sorts of settings, but our hearts hold with greater value the little places where we come over and over to talk with God.