My -- (WF) This is from the first-person, singular form of the verb.

prayer (WW, WF) The word translated as "ask" means "to ask"  "to beg," or "to question."  It means to "ask about a thing" or "to question a person." A different Greek verb means "asking for something" as in "request." This is not the common word usually translated as "pray." It is not the noun.

is -- (IW) There is nothing that can be translated as "is" in the Greek source. 

not -- The Greek word translated as "not" is the Greek negative used to deny objective facts, not opinions. It means "no," "not," or"no truly." It makes a negative statement of fact. Adding "really" to the sentence captures the same idea. When a negative precedes the verb, it affects the whole clause. When it precedes other words, its force is limited to those words.

for - (CW) The Greek word translated as "for" means "around" when referring to a place, but in referring to a subject, it means "about," "concerning," "on account of," and "in regard to." This is the way Jesus usually uses it. It is not the word form usually translated as "for."

them -- (CW) "Them" is a demonstrative pronoun that means "this," "here," "the nearer," and "the familiar." It often stands apart from its noun, acting like a pronoun, "this one here" or "this here." When it follows the noun it emphasizes it, "this one."

missing "however"  -- (MW) The untranslated word  "however" means "but," "however," and "on the other hand." It joins phrases in an adversarial way. Since it always falls in the second position, translating it as "however" often captures its feeling better.  It can also be an explanation of cause ("so"). When used with a conditional starting a clause, the sense is "if/when...then." When used with an particle meaning "indeed" the sense is "on one hand...on the other hand."

alone, -- "alone" is an adjective that means "alone," "solitary," "only," "single," "unique," "made in one piece," "without [someone]," "only [something]," "unique," "one above all others," and "on one condition only."

but -- (CW) The Greek word translated as "but" denotes an exception or simple opposition. It is used to emphasize the contrast between things like we use "instead," "but instead,"or "rather." It is not the common word usually translated as "but." It is the Greek word "other" like we use "otherwise." Jesus often uses this conjunction to connect a negative clause, "not this," with a positive one, "instead this."

I pray -- (IW) There is nothing that can be translated as "I pray" in the Greek source.  IW - Inserted Word -- The word "I pray" doesn't exist in the source.

also -- The Greek word translated as "also" is used as the conjunction "and," but it also is used to add emphasis ("also"). In a series, it can be translated as "not only...but also." After words implying sameness "as."

for - (CW) The Greek word translated as "for" means "around" when referring to a place, but in referring to a subject, it means "about," "concerning," "on account of," and "in regard to." This is the way Jesus usually uses it. It is not the word form usually translated as "for."

those -- The word translated as "the" is the Greek definite article; without a noun, it has the sense of "the one." The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," "those") than the English "the." See this article for more. 

who -- (IW) There is nothing that can be translated as "who" in the Greek source. 

will -- (WT) This helping verb "will " indicates that the verb is the future tense. Helping or auxiliary verbs are needed to translate the Greek verb forms into English. The verb is not the future tense but the present tense.

believe -- (CW) The Greek word translated as "believe" does not apply to religious belief as much but trusting or relying upon other people, especially their words. Jesus usually uses it in contexts, such as the one here, that apply to trusting words.

in -- (WP, WW) The word translated as "in" means "into" a place, "towards" as a direction, "as much as (of measure or limit)," "in regards to" a subject,"up to" limits in time and measure, and "for" a purpose or object. This prepositional phrase does not modify "believe" but the "their word."

me -- "Me" is the regular first-person pronoun in Greek as the object of the verb or preposition. As the object of a preposition, an accusative object indicates movement towards something or a position reached as a result of that movement.

through --  The preposition translated as "through" means with the genitive "through," "in the midst of," or "by (a cause)." It indicates movement through a place or time, but it also means "by" the sense of "by means of" a given method. -- --  The preposition translated as "for...reason" means with the accusative used here, means "thanks to," "because of,"  "by reasons of," and "for the sake of."

their -- The word translated as "their" is the Greek adjective that acts like our third-person pronoun. The form is the third person, plural in the genitive form. It is used as a possessive or the object of a verb or preposition.  As a preposition's object means a movement away from something or a position away from something else. This pronoun follows the noun so "of theirs."

missing "the/this"  -- (MW) The untranslated word is the Greek definite article," the," which usually precedes a noun and, without a noun, takes the meaning of "the one." The Greek article is much closer to our demonstrative pronouns ("this," "that," "these," and "those"). See this article for more. 

message; -- "Message" is translated from a Greek word that means "calculation," or "reasoning," but it has many, many specific meanings from "deliberation" to "narrative."  It is the source of our word "logic" and is the root word for all the English words that end in "-ology." Most biblical translations translated it as "word" for somewhat poetic reasons. However, when applied to people, it means "repute" or "reputation." More about this word in this article. In English, we would say "logic," "concept, or "reasoning" to describe it but it also means the communication of various types, so "message" often works. "Teaching" might work but it is unrelated to the common words for "to teach," "teacher," and "student" that all have the same root.