Well it’s kind of like Queen Elizabeth II - she’s one person, and she’s mainly known as the Queen of England. But she is in fact also Queen of Canada, New Zealand, Australia and a few other places as well probably, and when she is in these countries, or dealing with documents or business to do with those countries, she may be addressed as Queen of Canada, New Zealand or what have you.
Doesn’t mean she stops being Queen of England or is a different person, she just is Queen of a couple of places and it’s appropriate sometimes to refer to her in relation to one of her other titles.
So with our Lady. Most of her titles have some sort of special significance. For example, Our Lady of Guadalupe is patroness of the Americas, as well as patroness of the unborn. So you might want to pray to her under that title if you’re praying for America or for children threatened by abortion.
Our Lady Help of Christians is patroness of my country of Australia, as well as my diocese of Sydney, so if I’m praying for my country or my city I’ll pray under that title.
If you read up about this title she also is also credited with intervening and protecting both the Pope and Europe during the Napoleonic wars, so I might use that title if I’m praying for her protection in times of danger.
Our Lady of Lourdes, is a reference to the shrine in Lourdes where many physical healings have taken place, so if I’m praying for physical healing I may refer to her under that title.
And so it goes on with most of the other titles.
Similarly with devotions to Jesus. The Infant of Prague represents Jesus as a child. It particularly emphasises his gentleness, childlike faith, humility (imagine - God almighty choosing to become a helpless dependent child!) and obedience.
We might pray to him for the children in our lives and for an increase in the qualities he represents.
Hope this helps.