The Lord's Prayer is one of the most important prayers in Christianity. Not only is it a good prayer to know, but the context is important; this prayer was spoken during the Sermon on the Mount, when the disciples asked Jesus how they should pray. Some of the messages of the Lord's Prayer are that humility is important during prayer, and that everyone may pray. These ideas, along with the prayer itself, are important to convey to children.
Memorising the Lord's Prayer is an important start to understanding it. There are many ways to make memorisation entertaining. Try letting children act out a movement to go with each verse. For instance, on the line "Give us this day our daily bread," children could act out eating. Associating a movement with the line will help them remember it better. You can also make memorisation into a game; try writing the prayer on a board and covering up or erasing words one or two at a time, asking the children to remember the prayer even with the words missing.
Children enjoy colouring, and many printouts online have the Lord's Prayer with a picture to colour for children. For younger children, an image of a child like themselves praying will help them understand how to pray. Ask older children to think about prayer as they colour, and about what this prayer means to them. Some websites offer books that can be printed out for children to put together and colour.
Singing is a classic method of prayer, and it's often simple to get children interested in singing because many of them enjoy it. Singing is also a good way to practice saying and remembering a prayer and remembering it. Look for prayers put to music to get a track for children to sing to. You can also make up your own song, or set the words to a familiar tune.
Turn learning into a craft. There are many online templates for praying hands, which is appropriate; and for doves or angels, which are more artistic. Trace the shape of the template onto coloured construction paper, then cut it out with scissors and write the prayer on the shape. White gel pens make a nice effect on dark paper. For an easier craft, cut out simple rectangles and write the prayer on a cross, or make a bookmark to be a reminder while a child reads.