If we are to understand that Jesus, God, and the Spirit are three and the same, then why would Jesus give us the illusion of going to pray to another being, unless if this is only to set an example for us?
But then why would He go to pray to another higher being? This would seem to create more confusion than clarity, especially if we are to believe that all three are the same being.
When Jesus took on the form of a man, He operated independently of God but was absolutely obedient to Him. (Philippians 2: 5-11). Taking on the nature of a man He did what men do. He prayed to the Father and performed His miracles through the power of the Holy Spirit. That’s why He could truthfully say that we would be able to do even greater things than He did. (John 14:12) Because of our faith in Jesus, we can pray to the Father and call on the miraculous power of the Holy Spirit.