Then  -- (WW) The Greek word translated as "then" means "but”, "yet”, "however" and "on the other hand”. It joins phrases in an adversarial way. Since it always falls in the second position, translating it as "however" often captures its feeling better.  This word doesn't mean "then”.

he -- This is from the third-person, singular form of the verb.

said, - The word translated as "said" means "to say" and "to speak”. It is one of the two most common words translated "speak”, "say" and "tell”, but it has more a sense of addressing and proclaiming.

 I -- This is from the first-person, singular form of the verb.

pray -- (CW) The word translated as "pray" means "consult”, inquire of” and "beseech”. It is used extremely commonly in the narrative parts of the NT, but Jesus the word rarely. Jesus usually uses another Greek word for this common idea.  It means "ask" but it is best translated as "beseech to avoid confusion with the more common "ask”. This is not the word usually translated as "pray”.

thee  -- The "you" here is the singular, direct object form the second-person pronoun. It is the object of either the action of the verb or a preposition.

therefore,  -- The Greek word translated as "therefore" either emphasizes the truth of something ("certainly”, "really") or it simply continues an existing narrative, "then”, "therefore”. Jesus uses it to respond positively to questions, but in parables, it can continue the story.

father,  -- "Father" is the Greek noun that means "father" or any male ancestor so "forefathers”. It is the word that Christ uses to address his own Father.

that - The word translated as "that" is a conjunction that starts a subordinate clause  "that”, "when”, "in order that", "when" or "because”. As an adverb it is translated as "there", "in that place”, "there”, "where” or "when”.

thou -- This is from the second-person, singular form of the verb.

wouldest -- (WW) This seems to indicate a want on the part of the one addressed or it is a helper verb expressing a past belief about the future. This is not the Greek here. This should express the the following verb is a possibility, usually a "might" or a "should”.

send -- "Sent" is from a Greek verb that means "send”, "send forth”, "send away”, "conduct” and "escort”. This is the second most common word Jesus uses that is translated as "send out”, but this one doesn't have the prefix that has the sense of "out."

him  -- The word translated as "him" is the Greek adjective that acts like our third-person pronoun. The form is the third person, singular, masculine as a direct object of a verb or preposition. 

to  -- The word translated as "to" means "into" a place, "towards" as a direction, "in" (a position),  "as much as” (of measure or limit), "in regards to" a subject, "up to" limits in measures, "until" in reference to time, "within" a time limit, and "for" a purpose or object. Used with the Greek "from" it means "from...to”.

my - "My" is the first-person possessive singular pronoun, "my”, "me" and "mine”. Usually follows the noun so, "of mine”.

missing "the/this"  -- (MW) The untranslated word is the Greek definite article," the”, which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this”, "that", "these” and "those"). See this article for more. 

father -- "Father" is the Greek noun that means "father" or any male ancestor so "forefathers”. It is the word that Christ uses to address his own Father.

's  -- The apostrophe "s" comes from the noun's genitive form. This case usually requires the addition of a preposition in English.  The most common is the "of" of possession for which an apostrophe "s" can be substituted.

missing "the/this"  -- (MW) The untranslated word is the Greek definite article," the”, which usually precedes a noun or changes the word it precedes (adjective, infinitive, participle, etc.) to act like a noun. The Greek article is much closer to our demonstrative pronouns ("this”, "that”, "these” and "those"). See this article for more. 

house: -- The Greek word translated as "house”, is any dwelling place but not exclusively a separate house. It means the household or clan that lives in the building as well. The English word "house" captures the idea of a "ruling family" so that works well for this word. The female form of the word has more the feel of "home”.