“For through him we both have access by one Spirit unto the Father.” (Eph. 2:18)
A closer look:
Him – in this verse, referring to the Lord Jesus (see v.13)
When we pray, we address God the Father. He is who we pray to. In Matt. 6:6 the Lord Jesus taught the importance of private prayer. Within that instruction He told them to “pray to thy Father.” In verse 8 the Father already knows our needs. When the Lord Jesus taught His disciples how to pray, He instructed them (and in doing so, He instructs us as well) to pray to “our Father” (Mat. 6:9; Lk. 11:2). In other passages, He is referred to as our “heavenly Father” (ex. Matt. 6:32). In Matt. 7:4, God the Father gives good things to those that ask Him. The Lord Jesus Himself prayed to the Father (e.g. Matt. 11:25-26; Matt. 26:42). It isn’t wrong to pray to Jesus. There are many examples of people who approached the Lord Jesus and ask Him for things. Stephen prayed to the Lord Jesus in Acts 7:59. I wouldn’t say that it is wrong to pray to the Holy Spirit, although one would be hard pressed to find a clear Scriptural example of such. What we do have in the Bible is a preponderance of example and teaching to address our prayers to God the Father.
We go to God the Father and ask because the Bible teaches us to view the Father as the Source and Giver. James 1:17 puts it this way: “Every good gift and every perfect gift is from above, and cometh down from the Father of lights, with whom is no variableness, neither shadow of turning.”