The answer regarding to whom we pray to revolves around why Christ came to the earth in the first place. What is interesting is that while God and Jesus are both members of the Godhead (John 1:1), the Lord still came to reveal the Father (John 1:18, 8:55, 15:21) and to have us pray and worship him directly.
In the beginning was the Word, and the Word was with God, and the Word was God. He was in the beginning with God. (John 1:1 - 2, HBFV throughout).
Jesus did not take upon himself human flesh to play up His own credentials, as great as they were (John 1:18, 5:37). The fact that the God of the Old Testament was both seen and heard (Exodus 20:1, 30:17 - 23, 34:5 - 7, etc.) shows that He was a pre-incarnate version of our Savior and not the Father. It also shows Jesus is worthy of prayer directed toward him.
The understanding of the relationship between Jesus and the Father, and the fact that Christ came to reveal spiritual truths about Him, helps us understand why the twelve apostles (and many others) were told to pray directly to him.
What is commonly referred to as the "Lord's Prayer," which, although it is an outline of how we should communicate with our Maker should not be mindlessly repeated, affirms whom we should worship and how he should be addressed. In Matthew 6:9 Jesus commands us to do the following, "Therefore, you are to pray after this manner: 'Our Father Who is in heaven, hallowed be Your name . . .'"
Pray in Jesus' Name
Our prayers should normally be directed to God the Father. When we do so, we should pray in Jesus' name, which means by His authority. For our petitions to be effective, we should mention we are speaking in his name near the end of our requests.
And whatever you shall ask in My name, this will I do that the Father may be glorified in the Son. If you ask anything in My name, I will do it. (John 14:13 - 14, see also 16:23, 26).
All this is not to say that it is somehow a sin to pray and make requests directly to Christ. After all, given a standard interpretation of the context and translation of the words in Hebrews 1, the righteous angels regularly bow down and worship him.
And again, when He brought the Firstborn (Jesus Christ) into the world, He said, "Let all the angels of God worship Him." (Hebrews 1:6).
Jesus, as a member of the Godhead, is indeed worthy of worship.
And they sang a new song, saying, "Worthy are You (Jesus) to take the book, and to open its seals because You were slain, and did redeem us to God by Your own blood, out of every tribe and language and people and nation . . .
And I saw and I heard the voices of many angels around the throne, and the voices of the living creatures and the elders, and thousands of thousands, saying with a loud voice, "Worthy is the Lamb Who was slain to receive power, and riches, and wisdom, and strength, and honor, and glory and blessing." . . .
And the four living creatures said, "Amen." And the twenty-four elders fell down and worshiped Him Who lives into the ages of eternity. (Revelation 5:9, 11 - 12, 14).
We should not, however, make it our primary practice to make our requests toward him.
Balance
We should avoid making the mistake of exalting the role of Jesus in saving us from sin and eternal death to the extent that we neglect the Father's role in our salvation and lessen his importance when we pray. One of the primary goals of Christ's life on earth was to reconcile all humanity to God.
For if, when we were enemies, we were reconciled to God through the death of His own Son, much more then, having been reconciled, we shall be saved by His life (Romans 5:10).
Father First
We should, primarily, pray to the Father that our Savior came to reveal. We should NEVER, however, direct our petitions toward dead Christians (e.g. Jesus' mother Mary, any of the apostles, "saints" that have lived since the first century, etc.) who are unconscious and awaiting a resurrection from the dead like everyone else. Additionally, we should never direct them toward angels or objects such as crosses, the Shroud of Turin or any other thing created by the Eternal, as that would constitute idolatry.