Just because you can do wrong without guilt or fear doesn't mean you're not guilty or that you have nothing to fear. No matter what, stay in touch with that uncomfortable ability to feel ashamed of yourself when you do wrong.
Prayer begins with faith that God listens and responds to your voice. Things will happen when you pray that will never happen if you don't pray. So pray.
For 200 years only the worst of men held power. The nation was a cesspool of evil and strife. Then God raised somebody up(as God always does) and sent him out to burn like a fire for truth. Maybe God wants to do it again. Maybe you're the one.
If nobody ever told you, I'm telling you now. You will suffer problems that God will not remove, no matter how hard you pray. It doesn't mean he doesn't love you or that he lacks the power to do what he chooses. Trust him, even when you don't understand.
It's not that following Jesus gives you an easier life. It's that Jesus supplies everything you need, every day of your life.