This is one of the most quoted passages of Jesus talking about prayer and he highlights the difference between praying in public for the praise of others and praying individually in a close relationship with God.
The Greek Interlinear offers up an interesting translation of part of this passage.
Rather than ‘go into your room’ it reads, eiselthe eis to tameion sou – enter into the room of you.
Tamieon – the word here used for room – has only two occurrences in the N.T. – here and Luke 12:24. In the latter it is translated as ‘storeroom’.
Strong’s informs us that tampon generally refers to the ground floor or an interior room or chamber of an eastern house.
But the final part of the phrase is the room (tamieon) of you (sou) – not ‘your’ indicating is a space of yours.
The inner room of you.
Sou occurs 478 times in the N.T. and is predominantly translated as ‘of you’ and lesser just ‘you’.
My mastery of N.T. Greek is at best simple, and the next part of the verse has the word ‘door’ – thura – used 14 times as door, but it can be in a literal or figurative state.
Whether you physically shut yourself in a room or pray from the inner you, Jesus assures us that God listens.