Christian believers are required to have a continuous life of prayer, and we pray to God and address Him as Lord in our prayer. If we are to understand the way God is revealed in Scripture, we must realize that God is revealed in three persons, the Father, the Son and the Holy Spirit, each being fully God and all three one God.
A logical question then follows, does it matter which person of the Godhead we pray to? Or should we mainly pray to God as Lord?
Pastor and theologian John Piper answer as follows: “the pattern that you find almost uniformly – I say almost uniformly – throughout the New Testament is to pray to the Father in the name of the Son by the power of the Holy Spirit.” Reformed believers pray almost exclusively to the Father because the other persons of the Trinity facilitate our access to the Father. The Holy Spirit glorifies the Son, and the Son, thru His sacrifice brings us to the Father. Jesus also prays to the Father and this serves as the ultimate example for us.
But I also believe it is biblical to pray to Jesus and to the Holy Spirit. Consider the following verses about praying to Jesus:
John 14:13-14 “Whatever you ask in my name, this I will do… If you ask me anything in my name, I will do it.”
1 Cor 1:2 “in every place call upon the name of our Lord Jesus Christ”
1 Tim 1:12 “I thank him who has given me strength, Christ Jesus our Lord…”
With respect to the Holy Spirit, we must understand that the Holy Spirit facilitates our worship and prayer. He points to the Son as the only way to the Father. But since the Holy Spirit is fully God, we may address the Holy Spirit directly in prayer, for example: “come, Holy Spirit.”
Prayer is essentially communication, and when we have fellowship with someone, we communicate with that person. Paul tells us in 2 Cor 13:14 that we partake in “the fellowship of the Holy Spirit.” Therefore it is not wrong to communicate in prayer with the Holy Spirit.
Piper, concludes: “So my bottom line answer – and I’ve been asked this a lot – is to follow in general the pattern of the Bible, namely, pray to the Father in the name of Jesus by the power of the Spirit, that is, in reliance upon the help of the Spirit.”
Read more at http://www.christianpost.com/news/does-it-matter-which-person-of-the-trinity-we-pray-to-84697/#XryEmI7Sd0EpxOXq.99