In Eric W. Gritsch's book, A History of Lutheranism, he reports,
He memorized whole portions of the Bible (available in the Latin translation of St. Jerome, c. 348-420) and used various existing methods of interpretation. "Sometimes one important statement occupied my thoughts for a whole day," Luther recalled later, and he reminded others that Bible study should always begin with prayer rather than the assumption that diligence and intelligence would facilitate a proper reading.
Luther found this kind of approach to Bible study confirmed in the writings of the great church father Augustine rather than in the scholars of the Middle Ages. What Augustine had to say in The Spirit and the Letter (De spiritu et litera) decisively shaped Luther's early struggles with the Bible.
The author cites a primary source, one of Martin Luther's letters.
Anyway, is this where all modern Christians get their prayer-before-Bible-study habit? How did individualized Bible study evolve since the Reformation?