It is possible to connect with a deity beyond the level of standard prayer but you can't force a god into communicating with you, you have to invite them. First think about why Nyx might want to talk to you, what have you done lately that will please her? I suggest doing some research into her personality and leaving some offerings to her on your alter. I personally don't know that much about her so I don't know what you might use but that's whee the research comes in. Then pray to her and see if she chooses to contact you, bear in mind that she may not respond so respect that and try again another time, the time can be an important point as you want to do it at a time when Nyx is more likely to respond, I'd suggest night is fairly obvious but there may be more specific times to start with.
After that you can commune with her on a more personal level but she may not do as you want and she may simply leave at any point of her own will. If things go well you can try calling her again and see if she responds. It's like building a relationship with another human, it takes time and effort you can't expect to become her best friend in the very first meeting.