Why would Jesus pray to God in Matthew 26:36 after He said that He and His Father are one?
When Jesus said that He and His Father are One (John 10:30), He was saying that though He has the form of a man, He also has the same divine nature as God the Father. This is clearly stated in Philippians 2:5-8: “…Christ Jesus: Who, being in very nature God, did not consider equality with God something to be grasped, but made himself nothing, taking the very nature of a servant, being made in human likeness. And being found in appearance as a man, he humbled himself and became obedient to death – even death on a cross!”
They are also distinct
It is important to understand that though Jesus and the Father are one, they are also distinct persons (which is why Philippians 2:5-8 can refer to Jesus and the Father separately). That is, while the Father and Jesus (and also the Holy Spirit) are distinct, separate persons they are one single God. Therefore, since the Father and Jesus are distinct persons, they can talk (and pray!) to each other. This is what we see in the garden of Gethsemane, where Jesus prays to his Father.
Relationship of love
The relationship between Jesus and God is a relationship of love. We know this from what God said about Him at His baptism: “As Jesus was coming up out of the water, he saw heaven being torn open and the Spirit descending on him like a dove. And a voice came from heaven: “You are my Son, whom I love; with you I am well pleased” (Mark 1: 10-11), and at the transfiguration: “…a bright cloud enveloped them, and a voice from the cloud said, ‘This is my Son, whom I love; with him I am well pleased. Listen to him!’” (Matthew 17:5). Just as people who love each other communicate with each other, it was natural for Jesus to be communicating with, that is, praying to God the Father.
It is because Jesus and the Father are One that prayer came so naturally to Jesus. We read in Luke 11:1 that seeing how Jesus prayed, the disciples also wanted to pray like Him. Through the Holy Spirit we have Jesus living in us so are to “pray continually; give thanks in all circumstances, for that is God’s will for you in Christ Jesus” (1 Thessalonians 5:17).