I get the urge sometimes too out of the blue. Like pixelpusher, sometimes it's when I'm about my day...not sure why but you meet someone and for whatever reason you want to pray for them, and it is so strong the urge!
I had that urge last weekend when I was at work, my husband was at home doing some yardwork. I just had this urge all day to pray for his safety....when I came home I found out a tree had fallen "around" him. When it fell, he stood right in between the forks of the tree and a large branch - it just went right around him. I thought how amazing....I'm so glad I was praying.
I have also woken up in the middle of the night to pray - but not too often. That I find the strangest, because the urge wakes you out of your sleep, you pray, and then fall right back asleep!
Whoever drinks the water I give them will never thirst. (John 4:14)
Trust in the LORD with all your heart, And lean not on your own understanding; In all your ways acknowledge Him, And He shall direct your paths. (Proverbs 3:5-6)