So you want to be able to get from the database all the prayers for people with names starting with 'A'?
The SQL for thsi would be
SELECT prayer FROM thetable WHERE name LIKE 'A%'
Of course, you'd want to use a variable instead of A, something like
$query = "SELECT prayer FROM thetable WHERE name LIKE '".$first_letter."%'";
$first_letter would be got from $GET['first_letter'] as per Bootsman123's suggestion, thought for safety, it would have to be more than just $first_letter=$GET['first_letter'];. Something like
$first_letter = strtoupper(substr($_GET['first_letter'],0,1));
if(strpos('ABCDEFGHIJKLMNOPQRSTUVWXYZ', $first_letter)===false) $first_letter='A';
Would be fairly reasonable defence.