Matthew 28:19
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.
It is thought that all members of the Godhead are equally God, so that anyone can pray at times to any of them. There is one problem with that. When the disciples asked the Lord how to pray, Jesus gave the instruction to pray to the Father, Luke 11:1-4, Matthew 6:6-13. Verses like John 8:31, 14:23, indicate that obedience to His teachings show His followers are indeed His disciples and that they love Him. It is expected that all believers should follow the instructions of the Lord and the pattern of always praying to the Father, Matthew 11:25-26, John 17, as Paul also did, Ephesians 3:14. In John 14:16, Jesus said He would pray the Father who will give the disciples another Helper, the Holy Spirit. There is an established relationship in the Trinity that the members maintain certain roles. Praying to the Father is one of them. Verses like John 14:14 seem to suggest prayer to Jesus is acceptable, especially as some translations have, “ask Me.” But there is no strong manuscript evidence for “Me.” The passage is about asking the Father in Jesus’ name by which authority the request will be guaranteed, John 16:23-24. In Acts 8:24, when Simon used the word “Lord,” some consider he was begging Peter to pray to Jesus. However, Peter, in verse 22, told him to repent and pray to God that his thoughts would be forgiven. Simon could have just as well meant the Lord God. Paul pleaded with the Lord three times concerning the thorn in the flesh, 2 Corinthians 12:8. It might not be Jesus he was pleading with, as many commentators hold, and some Bibles have red lettering to indicate the words of Jesus. The term “Lord” can also mean Yahweh as in Acts 1:24, 4:24, 29. God was assuring him that His grace was sufficient for him. When Paul says the believers called upon the name of Lord in 1 Corinthians 1:2, it does not refer to prayer to Jesus but appealing to Jesus as Lord as Acts 25:11. In Acts 7:59-60, Stephen addressed Christ directly. Seeing Jesus standing in heaven at the right hand of God, Acts 7:55-56, was what caused him to say what he did. This does not seem to be blanket permission for anyone to pray to Jesus. In I Timothy 1:12, Paul thanks Christ Jesus for strengthening him in his service. As it was the Lord who commissioned him, it is only appropriate he responds this way. Again, this is not necessarily permitting prayer to Jesus. 1 Corinthians 16:22 and Revelation 22:20 are also direct appeals to Jesus because He will be the One coming. Some say it may be appropriate to apologize to the Spirit, if we have grieved Him. But this is a matter to confess to the Father, 1 John 1:5-9. Because the Lord Jesus Christ is our Savior, High Priest, and Advocate, I John 2:1, we can boldly approach and have access to the throne of God, Hebrews 4:16.
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