Whom Should You Pray To?

Many years ago at camp it was late in the evening. Myself and the camp pastor were both taking a shower (not together) and were discussing faith type things. "James," I asked, "Is there anywhere in the Bible where people pray to Jesus? Cause so many people pray to him but I can't find any examples of it in the Bible." James told me that he didn't know how "wrong" it was, but yes, there was no example of it in the Bible. Of course there are examples of people talking to Jesus while he was on Earth but that doesn't really count. The only thing close is when Paul talks to Jesus on the Road to Damascus (again though, I don't consider a verbal conversation the same as praying). I personally don't think anything is terrible about it and I wouldn't try to stop anyone, but you could argue it's not "Biblical." It's probably one of those things we've learned by observing others and we just assume that it's a normal kind of thing. And what about praying to the Spirit, any of that in the Bible? Anyway, just an interesting theological tidbit to share with you on Christmas Eve. Merry Christmas everyone!