A variation of Sean's solution, with a simplified syntax; the “prelude” text is given as an option to \lettrine, it's just a matter of defining a new key. The width of this prelude is, by default, the natural width, surrounded by one quad at both ends. A prewidth key can be given for changing this width, as shown in the examples.
The standard loversize can be modified in the preamble, so it's not necessary to specify it at every usage.
\documentclass{article}
\usepackage{lettrine}
\usepackage{fontspec}
\defaultfontfeatures{Ligatures={Historical}}
\setmainfont[Ligatures={Common,Rare}]{Hoefler Text}
% Unfortunately, I do not own Caslon Pro
\makeatletter
\define@key{L}{prelude}{%
\renewcommand*{\L@ante}{%
\quad\makebox[\L@prewidth][c]{\em\scriptsize #1.}\quad
}%
}
\define@key{L}{prewidth}{\renewcommand*{\L@prewidth}{#1}}
\newcommand{\L@prewidth}{\width}
\renewcommand{\DefaultLoversize}{0.15}
\makeatother
\usepackage{xparse}
\NewDocumentEnvironment{prayer}{O{}mm}{%
\lettrine[#1]{#2}{#3}%
}{%
% if you want the Amen at a quad from the last word
\unskip\nolinebreak\qquad\textit{Amen.}\par
% if instead you want the Amen at the right margin
% comment the line above and uncomment the following three lines
%{\nobreak\hfill\penalty50\hskip1em\null\nobreak
% \hfill\textit{Amen.}%
% \parfillskip=0pt \finalhyphendemerits=0 \par}%
}
\begin{document}
\begin{prayer}[prelude=The Thankſgiving]{T}{O}
our prayers, O Lord, we join our unfeigned thanks for all thy mercies;
for our being, our reaſon, and all other endowments and faculties of
ſoul and body; for our health, friends, food, and raiment, and all
the other comforts and conveniences of life. Above all we adore thy
mercy in ſending thy only Son into the world to redeem us from ſin
and eternal death, and in giving us the knowledge and ſenſe of our
duty towards thee. We bleſs thee for thy patience with us,
notwithſtanding our many and great provocations; for all the
directions, aſſiſtances, and comforts of thy Holy Spirit; for thy
continual care and watchful providence over us through the whole
courſe of our lives; and particularly for the mercies and benefits
of the paſt day: Beſecching thee to continue theſe thy bleſſings to
us; and to give is grace to ſhow our thankfulneſs in a ſincere
obedience to his laws through whoſe merits and interceſſion we
received them all, thy Son our Saviour Jeſus Chriſt.
\end{prayer}
\begin{prayer}[prewidth=6em,prelude=The Thankſgiving]{T}{O}
our prayers, O Lord, we join our unfeigned thanks for all thy mercies;
for our being, our reaſon, and all other endowments and faculties of
ſoul and body; for our health, friends, food, and raiment, and all
the other comforts and conveniences of life. Above all we adore thy
mercy in ſending thy only Son into the world to redeem us from ſin
and eternal death, and in giving us the knowledge and ſenſe of our
duty towards thee. We bleſs thee for thy patience with us,
notwithſtanding our many and great provocations; for all the
directions, aſſiſtances, and comforts of thy Holy Spirit; for thy
continual care and watchful providence over us through the whole
courſe of our lives; and particularly for the mercies and benefits
of the paſt day: Beſecching thee to continue theſe thy bleſſings to
us; and to give is grace to ſhow our thankfulneſs in a ſincere
obedience to his laws through whoſe merits and interceſſion we
received them all, thy Son our Saviour Jeſus Chriſt.
\end{prayer}
\begin{prayer}[prewidth=8em,prelude=The Thankſgiving]{T}{O}
our prayers, O Lord, we join our unfeigned thanks for all thy mercies;
for our being, our reaſon, and all other endowments and faculties of
ſoul and body; for our health, friends, food, and raiment, and all
the other comforts and conveniences of life. Above all we adore thy
mercy in ſending thy only Son into the world to redeem us from ſin
and eternal death, and in giving us the knowledge and ſenſe of our
duty towards thee. We bleſs thee for thy patience with us,
notwithſtanding our many and great provocations; for all the
directions, aſſiſtances, and comforts of thy Holy Spirit; for thy
continual care and watchful providence over us through the whole
courſe of our lives; and particularly for the mercies and benefits
of the paſt day: Beſecching thee to continue theſe thy bleſſings to
us; and to give is grace to ſhow our thankfulneſs in a ſincere
obedience to his laws through whoſe merits and interceſſion we
received them all, thy Son our Saviour Jeſus Chriſt.
\end{prayer}
\end{document}
Therefore the syntax of \begin{prayer} is the same as the syntax of \lettrine.
The “Amen” is set at two quads from the last word (no line break allowed); in the code it's shown how to push it to the right margin, if desired.
For two line preludes, here's a possibility: substitute the code from \makeatletter to \makeatother with
\usepackage{varwidth}
\makeatletter
\define@key{L}{prelude}{%
\renewcommand*{\L@ante}{%
\quad
\makebox[\L@prewidth][c]{%
\begin{varwidth}[t]{12em}
\em\scriptsize #1.
\end{varwidth}%
}\quad
}%
}
\define@key{L}{prewidth}{\renewcommand*{\L@prewidth}{#1}}
\newcommand{\L@prewidth}{\width}
\renewcommand{\DefaultLoversize}{0.15}
\makeatother
Then the input
\begin{prayer}[
prelude=The Thankſgiving\\ and Chriſtmas
]{T}{O}
our prayers, O Lord, we join our unfeigned thanks for all thy mercies;
for our being, our reaſon, and all other endowments and faculties of
ſoul and body; for our health, friends, food, and raiment, and all
the other comforts and conveniences of life. Above all we adore thy
...
\end{prayer}
(note that it's better to indicate the line break) will produce
\lettrineintroduces a\partoken; that is, it starts a new paragraph. …… which it does (take a look at the output oftexdef -t latex -p lettrine @lettrine.) All this meaning that whatever text you put in the box would still be on a separate line from the dropped capital.\lettrine[loversize=0.1]{T}{O}. The second mandatory argument to\lettrinesets the text in small caps, which ignores your capital 'O', and this makes the lettrine 'T' look odd. You could do\lettrine{T}{o}, but that won't look right either because of the 'O Lord' later in the line.texdefis a command-line tool to see the definition of a macro; it told me that\lettrinewas always going to start a new paragraph, wherever it is in your source file. I said it was LaTeX with-t latexand I loaded the appropriate package with-p lettrine.\@lettrineis the command that actually prints the letter there.image=keyword. Definitely not ideal, though. Besides that, I don't see much in the documentation (texdoc lettrine) to suggest this is strictly supported.