The context is rock-solid. "And he told them a parable to the effect that they ought always to pray and not lose heart." Obviously, the Christian's devotion to prayer is important to God, which begs the age-old question, "Does prayer actually work?"

In anticipation of this question, Jesus contrasts God's generous and just nature with an irreverent and mean-spirited judge who was reticent to grant justice to an injured widow. (Keep in mind that women - much less, widows - had little social recourse when suffering some sort of injury. If anyone needed justice, it was a widow.) But because of her persistence, he granted her request.

Important Notes:
1) Christ wants his followers to pray.
2) And he wants them to do it often ("always" - :1; "day and night" - :7).
3) He also wants us to persist without losing faith (vs. "not lose heart" - :1; "faith" - :8).
4) God will give justice to his elect. (Of course, what does "justice" look like? Answer: Not always what we expect.)
5) This parable appears to be somewhat of a dichotomy. It teaches waiting and also speedy response from God. We must learn to live within this tension. Believing and waiting.
6) God is good. While we don't have to - and shouldn't DARE - beat him down with our requests, we should be persistent. Watch our attitudes toward God. Respect his sovereign wisdom and the unsearchable wisdom of his eternal plan for all things.

Luke 18:1-8