Unlike most parables, this parable explains itself from the first sentence. It teaches only one point, which is to pray continually and not give up. The parable admonishes that it is not enough to just ask, but to be persistent. Jesus meant for the parable to be understood, contemplated, and followed. He gives the reader the choice to either be like the unjust judge, or like the widow.
Prayer is a very powerful action if used right.
Jesus calls us to not just pray when we have a need, but to pray continually. Just as in any relationship, communication is the key. Jesus wants to communicate with us, and cares about us. He is not like the judge who is afraid of getting beat up. He does not get tired of our pleas.