Question:To whom should we pray? To the Father, or to the Son, or to the Holy Spirit, or to any of the three? Can we say "you died for us" during prayer?
The majority of the prayers are directed to God in general or to God, the Father, specifically. "In this manner, therefore, pray: Our Father in heaven, Hallowed be Your name" (Matthew 6:9). This is proper as Christ came to do the Father's will. "But each one in his own order: Christ the firstfruits, afterward those who are Christ's at His coming. Then comes the end, when He delivers the kingdom to God the Father, when He puts an end to all rule and all authority and power. For He must reign till He has put all enemies under His feet. The last enemy that will be destroyed is death. For "He has put all things under His feet." But when He says "all things are put under Him," it is evident that He who put all things under Him is excepted. Now when all things are made subject to Him, then the Son Himself will also be subject to Him who put all things under Him, that God may be all in all" (I Corinthians 15:23-28).
There are examples, however, of some praying to Jesus. "And they stoned Stephen as he was calling on God and saying, "Lord Jesus, receive my spirit"" (Acts 7:59). One could argue that prayers directed to the Lord in the New Testament are prayers directed to Jesus. This is not wrong as Jesus is God and has the right to receive our petitions.
I can't recall any prayers or requests being directed to the Holy Spirit, but it doesn't mean He isn't involved.
"For you did not receive the spirit of bondage again to fear, but you received the Spirit of adoption by whom we cry out, "Abba, Father"" (Romans 8:15).
"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" (Romans 8:26-27).
"For through Him [Jesus] we both have access by one Spirit to the Father" (Ephesians 2:18).
"Praying always with all prayer and supplication in the Spirit, being watchful to this end with all perseverance and supplication for all the saints" (Ephesians 6:18).
Only Jesus died for us, so saying "you died for us" is only appropriate when applied to Jesus.