"And pray in the Spirit on all occasions with all kinds of prayers and requests. With this in mind, be alert and always keep on praying for all the saints." NIV translation
No soldier wants to go into battle alone and that is why Paul reminds us that, as Christians, we do not have to. Prayer is a direct connection with the Creator who has the power to do all things and so we can be encouraged. Paul also remind us to pray for our fellow soldiers (saints).
The "mystery of the gospel" refers to the fact that it was revealed even in the Old Testament that Jesus Christ would come and pay for our sins. It is a mystery in that we can never understand what it would be like to send our only son to die for those that hate him. That is exactly what God did and Jesus came willingly. Even as Paul was imprisoned for preaching the gospel, he asked for prayer to enable him to be bold. He also asked that the words be from God and not his own understanding.
"Tychicus, the dear brother and faithful servant in the Lord, will tell you everything, so that you also may know how I am and what I am doing. I am sending him to you for this very purpose, that you may know how we are, and that he may encourage you." NIV translation
We should remember that Paul was in prison while he wrote this letter. Even while he was restricted in where he could go and what he could do, he was still caring for others. We see from this passage that he was sending a messenger with this letter to encourage the Ephesians. One of the signs of a mature Christian (one who has completed their basic training for believers) is that they are able to encourage and build-up others even as they face some tough circumstances.
"Peace to the brothers, and love with faith from God the Father and the Lord Jesus Christ. Grace to all who love our Lord Jesus Christ with an undying love." NIV translation
Paul ends this basic training with encouragement to the believers. It is common for leaders to give a "pep talk" to the troops before they go into battle and that is sorta what Paul does here. He reminds us that the battle is not between us as believers and so we can have peace with our brothers. Along with that, God has given us faith and love to overcome all that we will face. As always, Paul reminds us that it is a gift (grace) from God. We can face anything when we know that God has already given us the victory!