ESV - 19 Go therefore and make disciples of all nations, baptizing them in the name of the Father and of the Son and of the Holy Spirit.
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In my opinion, when we as Christians pray to any Person of the Trinity, we are praying to them all as the one God. We are also commanded to pray to God in Jesus' name (Ephesians 5:20) and in the power of the Holy Spirit, who intercedes on our behalf (Romans 8:26), thus involving all three Persons in any prayer. At the same time, I would also say that, since each member of the Trinity is identified in Scripture as being associated with specific attributes or functions (the Father as the ultimate source and sustainer of all creation and being; the Son as the Savior who died on our behalf to make our forgiveness, justification, and salvation possible; and the Holy Spirit as the agent through whom believers are sanctified), that prayers related to those specific areas could be validly directed to the Person with whom each is associated.
In Matthew 6:9, Jesus directs his disciples "After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name." I don't see anywhere in the prayer where Christ directs them to address anyone other than "Our Father". I have looked briefly in the scriptures, and see no where else where we are directed to address our prayers to any other member of the trinity (although I may have missed something). You may look at John 14:13 "And whatsoever ye shall ask in my name, that will I do, that the Father may be glorified in the Son. 14 If ye shall ask any thing in my name, I will do it." where it may appear Jesus is saying to ask him, but if you go on to John 16:23 "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.", so asking in the name of Jesus does not mean you pray to Jesus, but to the Father in the name of Jesus. I also know that God looks on the heart and motives, so I don't think addressing your prayers to someone other than the Father would make them of no effect (I often pray to "God", without specifying a particular member of the trinity), However, if you are truly concerned about who you are to address your prayers to, the scripture seems to indicate it should be to the Father.
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