When I pray, I pray to God calling Him father. But within my prayers, where I always thank Him for my salvation, I want to thank Jesus for dying on the cross for me. I see God as Father, Son, and Holy Spirit – I see them as 3 in perfect unity – but it is a little confusing when I pray, knowing exactly whom I am praying to. Is it OK to thank, and pray to all 3?
Every believer I know has expressed concern over this issue at one time or another. Some people resolve this by praying to the Father in the name of the Son, citing John 14:13-14, while others simply address the Trinity as Lord. But it really isn’t a problem. As you say, the three are one, so what you say to one is received by all three.