I love the saying that Prayer is when you talk to deity and meditation is when deity talks to you. And both prayer and meditation are things that many people struggle with. But a conversation is a mixture of both talking and listening, so it really is a combination of both prayer and meditation...it is an interaction with the divine, and it doesn't have to be hard or intimidating.
There are as many reasons to want to converse with the divine as there are reasons to pray or meditate. Perhaps there is a problem you are struggling with, or you feel like you need comfort or reassurance. Maybe you are wondering if you are on the right path or if there is something big around the corner. Or maybe you have been hit with a tragedy or burden and you want to know why.
Since conversation is a two-way street, it allows for more interaction than prayer or meditation alone. It lets you go back and forth, asking questions or making statements, and then listening for a response. It has room for more nuance than a one-sided communication, lending itself well to clarifying and exploring things in more depth.
The format we use for divination can often be a great way to approach a conversation with the divine. Now, I know that not everyone views divination as messages from divinity. A lot of people use their divinatory tools as ways to work with their shadow self, or their child mind or other, internal bits of themselves. But it can be used as a way to reach out to divinity, if that is your intention.
And laying the cards one by one, can be a way to build a conversation, especially as many spreads associate a question with each card drawn. If you go into it with the intent of conversing with the divine, you can phrase your card draws as different parts of your conversation, allowing the divine to respond through the cards.
The really interesting thing about this is you can expand your normal divination routine, tuning it to the conversation model. You may want to speak your questions and comments out loud, or write them down in a journal, but you may not want to have more than a few bullet-point questions on hand ahead of time (think of it like having a conversation with a person...if you have something specific to say, you might have some notes, but you wouldn't script out all your lines!)
As you ask something, you can draw a card as the response. For this type of work, you might want to have all the cards fanned out and you can ask divinity to guide you to the right one. You can even do this by flipping through the decks (looking at the card faces), and seeing which one stands out to you. It may take some practice to get familiar with the techniques...and to trust the answers you get, but it can be a great way to give voice to the divine.
Of course a very traditional way to converse with deity is through visualization. You might envision yourself in a place sacred to the deity you are wishing to talk with. You can ask for the deity to come and speak with you, and visualize them walking into their sacred place. You might have laid out an offering (like bringing a gift when you go visit a friend), and you could have placed it on your altar and then visualize it also being present in the sacred space.
A similar method is to converse with deity in your dreams. You might follow the visualization up to the point of waiting for the divine to show up, and then you allow yourself to drift off, knowing that your dreams will hold the conversation you are seeking. It is a good idea too keep a journal by your bed, when you do this, so you can jot down any impressions you have upon waking up. You might also find that returning to the meditation once away can help you remember what you talked about.
Another method of conversation is to have another person invoke the deity. Invocation is a practice where a person offers themselves up as a vessel for divinity, so that the deity can speak through them. This may or may not be something that the people you know are comfortable with.
A twist on this is to invite the deity to inhabit a picture, and to use your voice (or hand, if automatic writing is something you are familiar with) to respond to you. You can sit in front of the picture, and have your conversation, speaking your own questions and thoughts and then seeing what comes through as a response. You can even do this with a mirror, using a mask or shroud to change your image. This can be particularly effective, as you can see the mirror image move as it responds to you.
Whatever reason you have for wanting to have a conversation, there are a lot of different ways you can work with. Try the ones that sound most appealing to you, and see what works best. You may find that certain deities prefer one way or another. You can also always just ask how they would most like to talk to you! Irregardless of which method you use, entering into conversations with the divine can be a very moving experience, and can deepen your relationship with the deities you work with.