The instruction given in scripture is that we should pray to God.
Matthew 6:6 But thou, when thou prayest, enter into thy closet, and when thou hast shut thy door, pray to thy Father which is in secret; and thy Father which seeth in secret shall reward thee openly.
Matthew 7:11 If ye then, being evil, know how to give good gifts unto your children, how much more shall your Father which is in heaven give good things to them that ask him?
Luke 11:2 And he (Jesus) said unto them, When ye pray, say, Our Father which art in heaven, Hallowed be thy name. Thy kingdom come. Thy will be done, as in heaven, so in earth.
Jesus Christ is our mediator and intercessor at God’s right hand.
1 Timothy 2:5 For there is one God, and one mediator between God and men, the man Christ Jesus;
Romans 8:34 Who is he that condemneth? It is Christ that died, yea rather, that is risen again, who is even at the right hand of God, who also maketh intercession for us.
Hebrews 7:25 Wherefore he is able also to save them to the uttermost that come unto God by him, seeing he ever liveth to make intercession for them.
1 John 2:1 My little children, these things write I unto you, that ye sin not. And if any man sin, we have an advocate with the Father, Jesus Christ the righteous:
Because of this we are to pray to God in/through the name of Jesus.
John 15:16 Ye have not chosen me, but I have chosen you, and ordained you, that ye should go and bring forth fruit, and that your fruit should remain: that whatsoever ye shall ask of the Father in my name, he may give it you.
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. 24 Hitherto have ye asked nothing in my name: ask, and ye shall receive, that your joy may be full.
Ephesians 5:20 Giving thanks always for all things unto God and the Father in the name of our Lord Jesus Christ;
Colossians 3:17 And whatsoever ye do in word or deed, do all in the name of the Lord Jesus, giving thanks to God and the Father by him.
I hope you find this helpful.