It isn't wrong for you to pray frequently, of course; in fact, God urges us to "pray continually" (1 Thessalonians 5:17). We are dependent on God for everything, and one of the ways we acknowledge this is by turning to Him in prayer.
But prayer by itself is like a diet without protein! Yes, prayer is important to our spiritual growth–but of even greater importance is God's Word, the Bible. You see, without the Bible we are in danger of making up our own ideas about God, and even wondering (as you do from time to time) if God exists or if it is all in our imagination.
God has given the Bible to us to tell us about Himself, and apart from it we don't really know who God is or what He is like. Most of all, through the Bible we discover that God loves us, and He has shown us His love by sending His only Son into the world to die for our sins. Make sure of your commitment to Christ.
Do you want your faith to grow? Make the Bible part of your spiritual diet every day, for the seed of faith grows best when it is planted in the soil of God's Word. The Bible says, "Consequently, faith comes from hearing the message, and the message is heard through the word of Christ" (Romans 10:17). Build your faith on its truth.