To which member of the trinity should I pray to?
Pray to the Father, through the Son, in the Spirit. That is Scripture's ordinary pattern. But you may also speak directly to Jesus (as Stephen did) and to the Spirit, since each is fully God. There is no ranking — the pattern reflects their work in saving you, not a chain of command.
Christians confess one God who exists eternally as three Persons: the Father, the Son and the Holy Spirit. That confession raises a practical question the moment a new believer closes his eyes to pray. Who am I speaking to? Should every prayer go to the Father? Am I allowed to speak to Jesus? What about the Holy Spirit?
Scripture gives one clear pattern. We pray to the Father, through the Son, in the Spirit. Paul states it in a single line:
Ephesians 2:18 (NKJV)
For through Him we both have access by one Spirit to the Father.
Every Person of the Trinity is named there. The Father is the One addressed. The Son is the reason we are let in. The Spirit is the One who carries us in. Paul uses the word access to make it explicit that before Christ we had no standing to approach God at all.
When Jesus' disciples asked Him how to pray, He did not give them a theory. He gave them an address.
Matthew 6:9 (NKJV)
In this manner, therefore, pray: Our Father in heaven, hallowed be Your name.
The Father is the ordinary and expected recipient of Christian prayer — not because He is more God than the Son and the Spirit, but because this is the pattern the Son Himself taught.
But Jesus did not stop at telling His disciples whom to address. On the night before the cross He told them how to come.
John 14:13–14 (NKJV)
And whatever you ask in My name, that I will do, that the Father may be glorified in the Son. If you ask anything in My name, I will do it.
Praying in Jesus' name is not a formula tacked onto the end of a prayer, and it is not a password that makes God listen. It means we come to the Father on the strength of who Christ is and what He has done, not on the strength of anything in ourselves. The reason a sinner can speak to a holy God at all is that Christ stands between them. He is the one Mediator, and when we pray in His name we are leaning our whole weight on Him rather than on our own record.
May we speak to Jesus directly, then? Yes, and Scripture shows believers doing it. As Stephen was being stoned, he prayed to Christ by name:
Acts 7:59–60 (NKJV)
And they stoned Stephen as he was calling on God and saying, “Lord Jesus, receive my spirit.” Then he knelt down and cried out with a loud voice, “Lord, do not charge them with this sin.” And when he had said this, he fell asleep.
Paul did the same with an ordinary, repeated request about an affliction:
2 Corinthians 12:8–9 (NKJV)
Concerning this thing I pleaded with the Lord three times that it might depart from me. And He said to me, “My grace is sufficient for you, for My strength is made perfect in weakness.” Therefore most gladly I will rather boast in my infirmities, that the power of Christ may rest upon me.
Paul prayed to “the Lord,” and then tells us who that Lord is — the power of Christ. He asked Christ, and Christ replied. The last prayer in the Bible is addressed to Him as well: “Even so, come, Lord Jesus!” (Revelation 22:20). Nothing in Scripture treats this as irregular. The earliest Christians were simply described as those who call on the name of our Lord Jesus Christ (1 Corinthians 1:2).
The Holy Spirit is God in exactly the same sense the Father and the Son are God, and He is to be worshipped as God. What Scripture shows us, though, is not believers praying to the Spirit but the Spirit at work inside their praying.
Romans 8:26–27 (NKJV)
Likewise the Spirit also helps in our weaknesses. For we do not know what we should pray for as we ought, but the Spirit Himself makes intercession for us with groanings which cannot be uttered. Now He who searches the hearts knows what the mind of the Spirit is, because He makes intercession for the saints according to the will of God.
Paul admits something most Christians feel and few say out loud: we often do not know what to ask for. Our prayers are confused, self-interested, or aimed at the wrong thing entirely. The Spirit does not leave that to us. He takes what we cannot express and presents it before God according to God's own will, so that our fumbling prayers arrive as something better than we sent. This is what Paul means when he tells us to be “praying always with all prayer and supplication in the Spirit” (Ephesians 6:18). Praying in the Spirit is not a special category of prayer or a heightened emotional state. It is ordinary Christian prayer, enabled and shaped by the Spirit who lives in every believer.
May you speak to the Spirit directly, then? Yes. He is God, and God is to be worshipped, and prayer is worship. Whatever honour belongs to the Father and the Son belongs equally to Him. Christians often name the Person they are addressing — Father, or Lord Jesus. Just as often a prayer simply begins with God. Neither is wrong. Since the Father, the Son and the Spirit are one God, a prayer addressed to God is addressed to all three.
What Scripture never does is single out the Spirit as the usual recipient. It does not command it, and it records no prayer addressed to Him. So the pattern stands as the ordinary path: to the Father, through the Son, in the Spirit.
One distinction has to be kept clear here. Speaking to the Spirit is not the same as expecting Him to speak back to you privately. He does not guide Christians by inner voices, hunches or impressions. The Spirit speaks in the Scriptures He inspired and through the preaching of those Scriptures, and that is where you go to hear Him. Address Him as God. Look for His answer in the Bible He wrote.
None of this is a ranking. There is no senior Person and no junior Persons, no official you must satisfy before your request is passed upward. What the pattern reflects is not rank but work — what each Person has done to save you. The Father planned it, the Son accomplished it, the Spirit applies it. So when you pray, you are not working your way up a chain of command. You are making your requests known to God, with the access He purchased for you at the cross.