"I usually pray to Jesus but it does depend on which person of God my heart is appealing to at the time (don't know if that makes sense)"
Makes perfect sense to me, as that's pretty much how i pray also ... i talk/pray to all three members of the Godhead ...
There are times when i just thank, and thank, and thank the Father that He is the Source of every good and perfect gift that comes from above, the best summed up in John 3:16 ...
Then there are times when i just thank, and thank and thank the Son for coming, and dying for me as my only sacrificial Provision, and is now risen and is my High Priest in heaven who can be touched by my infirmaties because He knows first hand all about it ...
And then there are times when i just thank and thank and thank Holy Spirit for His so closeness of presence, the comfort i feel in His presence, the fact that He's my only Power, and it's He that teaches, equips and groom me to the service of Christ, and lots of times i find myself begging His pardon that i've quenched Him, and grieved Him on so many occasions, but like Father and Son He continues to overshadow me with His love and mercy, and just keeps on about His work of finishing the good work that the baptism in the blood of the Lamb began ... i guess i can best sum this up by saying that when i knew little of each member od the God head my prayes were to "God", or "Jehovah", or "Father", thru "Jesus Christ", and Holy Spirit never got talked to because at one time i didn't even realize Him as God ... But now i address them as Clueless stated ...
You might find this of interest ... i got this online and will just post this segment ...
[u][b]PRAY TO WHOM?[/b][/u]
No Christian would dispute the fact that we can pray to God our Father. Most Protestants and Evangelicals say we can pray to the Three Persons of the Godhead. While a few Evangelicals (but not all!) say that we cannot pray to the Holy Spirit; while some even think it is wrong to pray to Jesus!
The following is a defense of the practice of prayer to Christ and the Holy Spirit..
Can We Pray to Jesus?
Most Christians all over the world pray to Christ our God, as have Christians of every generation since the first century A.D. Yet a few have decided that this is wrong; all prayer, they say, should be addressed to God the Father in the Name of Jesus. They base this belief on the fact that Jesus commands His disciples to pray to the Father in His Name:
"And whatsoever ye shall ask in my name, that will I do, that the Father may be glorified in the Son. If ye shall ask any thing in my name, I will do it" (St. John 14:13-14).
"...that whatsoever ye shall ask of the Father in my name, he may give it you" (St. John 15:16).
"And in that day ye shall ask me nothing. Verily, verily, I say unto you, Whatsoever ye shall ask the Father in my name, he will give it you. Hitherto have ye asked nothing in my name: ask, and ye shall receive, that your joy may be full" (St. John 16:23-24)
While Our Lord clearly tells the Apostles to pray to God the Father in His Name, He never actually says: "Only pray to the Father, never pray to Me directly". This distinction is important; just because our prayers to the Father should be in Christ's Name does not mean that we cannot also pray to Christ Himself! (As Catholic apologists often say: 'It's not "either/or", it's "both/and"!')
Let us consider what the whole of Scripture has to say on this topic. The Bible certainly contains many prayers to God the Father, but it also contains some prayers to Jesus Christ Himself. For instance, while St. Stephen the First Martyr was being stoned to death, he cried out, "Lord Jesus, receive my spirit" (Acts 7:59) - clearly a prayer to Christ!
Toward the end of his First Epistle to the Corinthians, St. Paul exclaims "Maranatha", an Aramaic phrase meaning "O Lord, come!" (1 Corinthians 16:22). This is an ancient Christian prayer for the Second Coming, which is addressed to Christ Himself. St. John the Evangelist says a similar prayer at the end of the Apocalypse, or Book of Revelation: "Even so, come, Lord Jesus" (Apoc/Rev 22:20)!
So here are three prayers addressed to Jesus Christ, from three eminent early Christians, all found in the inspired word of God. Christians clearly did pray to the Second Person of the Trinity from the very beginning, and prayer to Him is perfectly biblical:
"Thou art worthy to take the book, and to open the seals thereof: for Thou wast slain, and hast redeemed us to God by Thy blood out of every kindred, and tongue, and people, and nation; And hast made us unto our God kings and priests: and we shall reign on the earth." (Rev 5:9-10) Can we Pray to the Holy Spirit?
So the Bible does contain some prayers addressed to God the Son, which proves that prayer to Jesus is appropriate. Yet Scripture contains no prayers specifically addressed to God the Holy Spirit. Consequently, some Christians believe it is improper to pray to Him. But a case can be made for prayer to the Third Person of the Blessed Trinity as well.
First of all, Sacred Scripture never actually forbids prayer to the Holy Spirit, so calling it an "unbiblical" practice is essentially an argument from silence, which is not very convincing. Second, the Holy Spirit is a Divine Person within the Godhead with God the Father and God the Son, so He could certainly hear and answer our prayers as easily as can the other two Divine Persons.
Third, this argument seems to assume that the Old Testament prayers only invoke God the Father. On the contrary, some of them actually invoke the entire Trinity. Christians have long understood the Trisagion ("Holy, Holy, Holy") sung by the seraphim in Isaiah 6:3 to be an implicit invocation of the Trinity. The Spirit, then would be implicitly included in the final "Holy" of that prayer. The same goes for the Trisagion found in Apocalypse/Revelation 4:8.
In Acts 28:25, St. Paul indicates that the words in Isaiah 6:9-10 were spoken by the Holy Ghost. If we read that passage in context, we find that the LORD God spoke those words to the Prophet Isaiah in response to what Isaiah said to Him! Was Isaiah wrong to speak to the Holy Spirit here? Evidently not.
In 2 Corinthians 3, St. Paul identifies the Holy Spirit with the LORD God whom the Jews worshipped: "Nevertheless when it shall turn to the Lord, the vail shall be taken away. Now the Lord is that Spirit: and where the Spirit of the Lord is, there is liberty. But we all, with open face beholding as in a glass the glory of the Lord, are changed into the same image from glory to glory, even as by the Spirit of the Lord" (vvs 16-18). If the Holy Spirit is the very same LORD who appeared to Moses, to whom the Hebrews offered prayer and worship, then the prayers of the Old Testament are actually prayers to the Third Person of the Trinity - along with the Father and Son.
Some argue that prayer to the Holy Spirit is improper because the Spirit is the One Who enables us to pray in the first place. Yet what if one is having trouble praying, or doesn't know what to pray for; is it wrong to ask the Spirit of God for help? Since the Third Person helps us to pray, there's no reason we can't invoke Him at the beginning of our prayer time to ask for His aid in talking to Our Father in Heaven.
Also, the Spirit does more in us than just help us pray: He strengthens our faith, fills us with graces and gifts, causes us to bear His fruits (Gal 5:22-23), teaches, convicts and guides us, among other things. It is certainly not wrong to ask Him for His light and inspirations in these areas.
As we saw above, just because we must pray to the Father in Jesus' Name does not mean we cannot also pray to Jesus Himself. Even so, just because the Spirit helps us to pray to the Father does not mean we cannot also pray to the Spirit Himself!