Sometimes it's good to go off on your own to work on you. Jesus often went out to a place of solitude. He didn't just separate Himself and just sit there, He prayed. Prayer is one of the ways many people use to communicate with God. As I look at each instance of Jesus going off to be alone, first something huge happens prior and then immediately after He prayed.
Jesus' choices made Him perfect. Before choosing his disciples, He went into the mountains to pray. The next day Jesus came down and picked twelve. He heard of the sad news of John the Baptist, He went away to a place of solitude and then He prayed. After He fed the 5,000, He parted ways with the disciples for a few and prayed. And before His crucifixion, He again parted ways with the disciples and prayed.
But the Bible never specifies what exactly Jesus prayed about. But if one was to infer taking into account all that Jesus is, He was probably praying for strength, courage and guidance. After all He was here on earth by His Father to set and example for the world to follow after. And since He was sent by the Father, He had to be guided also. He probably wanted to mourn the loss of a friend, express his joys to God about 5,000 people and ask His Father questions. He brought it all to the Highest Power. Jesus probably didn't want to pray in front of the disciples because He wanted to fall apart. How would the disciples feel if the One who is supposed to be leading them looks a mess? Would they completely understand that everyone can't be strong all the time? So Jesus went alone into prayer.
So praying in a place where no one can see or hear you will probably help and most importantly improve your relationship with God, so you can be like Jesus.