Where to pray is not the issue. But whether.
Let J. C. Ryle stir you up as he has me.
I dare not lay down too strict rules on such points as these. I leave them to your own conscience. You must be guided by circumstances.
Our Lord Jesus Christ prayed on a mountain;
Isaac prayed in the fields;
Hezekiah turned his face to the wall as he lay upon his bed;
Daniel prayed by the riverside;
Peter, the Apostle, on the housetop.
I have heard of young men praying in stables and haylofts. All that I contend for is this, you must know what it is to "go into your room, close the door and pray to your Father, who is unseen" (Matthew 6:6).
There must be stated times when you must speak to God face to face, you must every day have your times for prayer — You must pray.
J. C. Ryle, Thoughts For Young Men (Kindle edition, locations 668-673).