Berachos, Chapter 4, Mishnah 2. In the previous mishnah we learned the times of the prayers. This mishnah deals with a special prayer that one of the Tannaim composed for his Torah study: a "short prayer" that he would recite upon entering the beis midrash and upon leaving it.
The Sages' question and his answer:
The Sages asked him what the place of this prayer was and what its purpose was. It was evident that he was saying something upon entering the beis midrash and upon leaving it, but what was its content? He answered them and spelled out both prayers:
Upon entering the beis midrash: "That no mishap should come about through what I do in the beis midrash" - that is, that he should not err in halachah, and that neither he himself nor others should come to act improperly because of a mistaken application of a halachah that he taught.
Upon leaving the beis midrash: This is not a request before Hashem, but thanksgiving to the Holy One, Blessed is He, "that He placed me among those who sit in the beis midrash" - for the privilege that fell to him of being engaged in Torah study.
From the words of the Gemara to practical halachah:
The Gemara teaches that although our mishnah presents this as something that that particular Tanna did, the Gemara cites a beraisa that describes it as the proper conduct for every person. On this basis the halachah was established:
Before learning: Every person is obligated, before he engages in Torah study in the morning, to pray to Hashem that he succeed in his learning and that he emerge from it with the correct halachah.
Upon leaving the beis midrash: He must thank Hashem for enabling him and granting him the ability to learn Torah.
In summary: In this mishnah we learned about the short prayer that this Tanna instituted around his Torah study - a request upon entering that no mishap occur through an error in halachah, and thanksgiving upon leaving for the privilege of being among those who sit in the beis midrash. The Gemara extends this conduct, on the strength of a beraisa, to every person, and from here the halachah obligates every student to pray before his learning and to give thanks upon leaving.