Dear friend
A prayer to Jesus is a prayer to God, a prayer to the Holy Spirit is a prayer to God and a prayer to God the Father is a prayer to God. Our God is Truine, you cannot pray to Jesus without the Holy Spirit is prayed to also and likewise with the Father and the Holy Spirit.
The Truine nature of our God is a mystery, it is true that all things are done in, by and through Christ Jesus by His Salvation, His death and ressurection,but this would not have happened had the Father not willed it and the Holy Spirit flows as love between them, a love that is infinite and Divine, the Holy Spirit is Divine Love Personified, this Love brings about obedience to the Father and gifts to enable obedience at the Fathers will in by and through Christ Jesus. It is Jesus who pleads for us at the right hand of His Father with His Precious Wounds, it is in Jesus we pray through, with the Holy Spirit who aids us to pray and all prayers go to the Father who gifts us with the gift of prayer. It is all inseperable, as Our God is one He is also three Divine Persons in one. To pray to one Divine Person of the Trinity is therefore to pray to all. ‘I and the Father are One’
It is not wrong to pray directly to God our Father, it is not wrong to pray directly to the Holy Spirit and it is not wrong to pray directly to Christ Jesus. It is not wrong to pray to Saints and our Blessed Virgin Mother to petition God on our behalf, just as we may ask each other here on earth, who hopefully will be the Communion of saints, one day to pray for us.
A person may spend all of their life praying only to the Holy Spirit and will have prayed to God fully and Truine, just as a person may only pray to Christ Jesus and will have prayed to God fully and Truine in doing so. A person may only pray to God the Father and has in doing so prayed to God fully. A person may address God as a whole, the Truine God in prayer and pray this way all of their lives, so equally they have prayed to God fully. Some people petition or talk with certain Persons of the Trinity for different things, e.g. Christ Jesus for Mercy, the Holy Spirit for enlightenment, God the Father for thanksgiving.
The Holy Mass, which is the greatest prayer of the Catholic church, is offered in, by and through Christ Jesus by the power of the Holy Spirit to God the Father.
None of this is wrong.
Our Truine God is inseperable, three Divine Persons in One True God.
God Bless you and much love and peace to you
Teresa