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Answer:

As believers in Christ, we do not pray to the Trinity (God the Father, Son and the Holy Spirit), as we pray in the Holy Spirit to the Father through Jesus Christ. Each personhood in the Trinity fulfils a different role. We will briefly go through some passages in the bible which state that.

God the Father is the person who created all things and the person whom we lived for. He is also the one gave all authority to Jesus, and the one who gives the Holy Spirit to us. That is why we pray and give thanks to God the Father.

….yet for us there is but one God, the Father, from whom all things came and for whom we live; and there is but one Lord, Jesus Christ, through whom all things came and through whom we live. (1 Corinthians 8:6)

Jesus knew that the Father had put all things under his power, and that he had come from God and was returning to God; (John 13:3)

¹⁷ I keep asking that the God of our Lord Jesus Christ, the glorious Father, may give you the Spirit of wisdom and revelation, so that you may know him better. (Ephesians 1:17)

Jesus (God the Son) is the person whom all things are made through. He reconciles us by His death on the cross and by His blood we are justified and saved from God’s wrath because of our sins. We also received God’s abundance provision of grace and the gift of righteousness reign in life through Him. He connects us to God forever as our great High Priest. That is why we pray and live through God the Son.

⁹ Since we have now been justified by his blood, how much more shall we be saved from God’s wrath through him! ¹⁰ For if, while we were God’s enemies, we were reconciled to him through the death of his Son, how much more, having been reconciled, shall we be saved through his life! ¹¹ Not only is this so, but we also boast in God through our Lord Jesus Christ, through whom we have now received reconciliation. (Romans 5:9-11)

¹⁷ For if, by the trespass of the one man, death reigned through that one man, how much more will those who receive God’s abundant provision of grace and of the gift of righteousness reign in life through the one man, Jesus Christ! (Romans 5:17)

¹⁸ All this is from God, who reconciled us to himself through Christ and gave us the ministry of reconciliation: ¹⁹ that God was reconciling the world to himself in Christ, not counting people’s sins against them. And he has committed to us the message of reconciliation. ²⁰ We are therefore Christ’s ambassadors, as though God were making his appeal through us. We implore you on Christ’s behalf: Be reconciled to God. ²¹ God made him who had no sin to be sin for us, so that in him we might become the righteousness of God. (2 Corinthians 5:18-21)

God the Holy Spirit is the person whom God the Father sent to us to reveal the truth about Christ and Himself. The Holy Spirit is in every person who believes on the name of Jesus Christ. The Holy Spirit also reminds us and draws our attention back to what Jesus has done and taught. He also gives us the words to say to God. Therefore the Holy Spirit always testifies and directs our attention to God the Father and Jesus Christ our Lord.

²⁵ “All this I have spoken while still with you. ²⁶ But the Advocate, the Holy Spirit, whom the Father will send in my name, will teach you all things and will remind you of everything I have said to you. (John 14:25-26)

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. (John 15:26-27) 

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