Jesus said in his words read Matthew 6: 9-13,
“This, then, is how you should pray: “‘Our Father in heaven, hallowed be your name, your kingdom come, your will be done, on earth as it is in heaven. Give us today our daily bread. …
This prayer was a direct answer from Jesus to his disciples.
We can also thank the Holy Spirit for the counsel and peace given and asked for through prayer (although there is no actual scripture of prayer to the Spirit as the Holy Spirit does not bear witness of himself). Although he bears witness of the Son; Read John 15: 26-27,
26 “When the Advocate comes, whom I will send to you from the Father—the Spirit of truth who goes out from the Father—he will testify about me. 27 And you also must testify, for you have been with me from the beginning.
So in a brief conclusion we can pray to the individual persons of the Godhead. All is scripturally based and is without a doubt confusing for the believer and unbeliever. The Trinity is ONE GOD, in THREE DISTINCT PERSONS. ONE GOD not THREE!
There also appears to be distinct separation of functions of the three persons in the Godhead;
1.The Father (YHWH) who chooses who will be saved Eph 1:3-5
3 Praise be to the God and Father of our Lord Jesus Christ, who has blessed us in the heavenly realms with every spiritual blessing in Christ. 4 For he chose us in him before the creation of the world to be holy and blameless in his sight. In love5 he predestined us for adoption to sonship through Jesus Christ, in accordance with his pleasure and will-
2.The Son (Jesus) who redeems them EPH 1: 7-9,
7 In him we have redemption through his blood,the forgiveness of sins, in accordance with the riches of God’s grace 8 that he lavished on us. With all wisdom and understanding, 9 he[d] made known to us the mystery of his will according to his good pleasure, which he purposed in Christ,
3. The Holy Spirit seals them Eph 1: 13-14
13 And you also were included in Christ when you heard the message of truth, the gospel of your salvation. When you believed, you were marked in him with a seal, the promised Holy Spirit, 14 who is a deposit guaranteeing our inheritance until the redemption of those who are God’s possession—to the praise of his glory.
As I have written above, it can be confusing to the unbeliever and believer alike. We must put our trust in the Trinity and also we can pray for understanding and revelation of the Holy Trinity. We can simply pray to God…it will address all the members of the Trinity.