The disciples asked Jesus how to pray, and He taught them with the sample outline prayer recorded in Luke 11:1-4 and Matthew 6:9-13.
"Your kingdom come" means we are to pray that God will hasten Christ's return to establish the literal Kingdom of God on this earth (Revelation 11:15; Matthew 6:33). We are to talk with Him about why we desperately need His Kingdom to come, mentioning specific troubling situations that we see going on in the world, in our own lives and in the lives of our friends and family (Ezekiel 9:4).
The world overflows with tragedies. God wants us to spend time reflecting on the pain and sorrow in the world around us so we can vividly see the need for Him to send Jesus Christ back to earth to set up His government, a kingdom that will yield peace, joy and abundance (Micah 4:1-4).
We can think about how wonderful that world under God's rule will be, and commit ourselves now to do God's will (Matthew 6:10). This includes living according to the laws of that Kingdom now and helping proclaim God's message of hope to the world (Matthew 19:17-19; Matthew 24:14; Matthew 28:19-20).