Yes there is, praying in the Holy Spirit is praying when lead by God under His Anointing and in the Power of the Holy Spirit. Meaning you are praying with a understanding to God beaing led by His Sprit and power in what to pray for. Praying in the Holy Spirit; Holy Ghost is praying in tongues unto your Father, which no man can understand because you are speaking mystries and the will of the Spirit. Praying in the Holy Ghost is important because the devil cant here what you are praying, nor do you know what you are praying. BUT, God's Spirit inside you knows what your Spirit which is of God is praying and needing because It is God's Spirit that is inside of you! For the deep calleth unto the deep, the depth of your spirit cries out to the depth of God's Spirit in by we cry Abba Father!
I hope this has help!