It's awkward. My knees complain about it. I usually only go down on one knee, since it was injured several years ago and doesn't always submit to the "unbend" request and I need the other one to get back up.
I'm not really sure what started it. I had been doing some self-study about prayer, and began noticing how many good people in scripture knelt to pray: from Ezra to Daniel, to Jesus Himself, to Stephen while being stoned, to Peter, to Paul, to the disciples (including their wives and children) on a beach to send Paul off for the last time with prayer.
I also caught mentions of it with regard to people in the Bible when appearing before their kings and masters.
Then I began to notice how many people knelt when they encountered Jesus with a heart-wrenching need or a word of praise: a man possessed by a legion of demons; a leper; a ruler whose daughter had just died; a rich young ruler; the apostle Peter.
And, while - throughout scripture - good-hearted people pray while standing (Hannah; various leaders of Israel; the sinner who stood and prayed at a distance), for one reason or another I have tended to associate the practice with the Pharisee who stood praying to be seen.
I don't kneel to be seen. I kneel out of respect for God, for His Son, for His Spirit.
Something my friend Bob McClanahan said twenty years ago about piloting a plane has long seemed relevant: "Your altitude has a lot of effect on your attitude." While he was talking about roll, pitch and yaw - and the fact that a pilot is more keenly aware of them when she/he's closer to the ground - I've found that my altitude has had an effect on my attitude in prayer too.
I don't know whether kneeling is a right or wrong way to pray. God loves us, and He listens. Jesus bears the message to Him. His Spirit groans for us when we lack the words.
Kneeling in prayer often feels especially right for me. When my knees give consent, so do I.
For this reason I kneel before the Father, from whom his whole family in heaven and on earth derives its name. I pray that out of his glorious riches he may strengthen you with power through his Spirit in your inner being, so that Christ may dwell in your hearts through faith. And I pray that you, being rooted and established in love, may have power, together with all the saints, to grasp how wide and long and high and deep is the love of Christ, and to know this love that surpasses knowledge — that you may be filled to the measure of all the fullness of God.
Now to him who is able to do immeasurably more than all we ask or imagine, according to his power that is at work within us, to him be glory in the church and in Christ Jesus throughout all generations, for ever and ever! Amen.
~ Ephesians 3:14-21