The Greek word Jesus used for the Holy Spirit is parakletos, a combination of para (“beside”) and kaleo (“to call”). The Holy Spirit is, therefore, called to come alongside believers to help them—“Helper” being the translation of parakletos in many modern English versions (John 14:16).

Paul employs the image of helper when he says that the Holy Spirit “helps in our weaknesses” when it comes to prayer. When we come before God in prayer, sometimes “we do not know how to pray as we should” (NASB1995). Not so much what to pray for but how to pray at all. In such cases the Spirit “makes intercession for us” before God. That image is consistent with another rendering of parakletos—“advocate.” The Spirit helps us by representing us before the throne of God, interceding for us when we simply don’t know how to intercede ourselves. 

When you want to pray but don’t know how, don’t despair. Trust that the Holy Spirit will represent your heart before the throne of God. 

It is impossible for that man to despair who remembers that his Helper is omnipotent.
Jeremy Taylor