All through the Scriptures, there's no place where the Christian is asked to pray to Jesus or through Jesus. What the Bible teaches is that we pray in the Name of Jesus, for that's the right way to pray. There're people who when they pray, would say, “Lord Jesus, I ask that you grant me this and that in Jesus' Name.” That's wrong. You don't pray to Jesus in the Name of Jesus, neither do you pray to the Father through the Name of Jesus. You pray to the Father in the Name of Jesus. That's the Bible way to pray.
You may fellowship with Jesus, and tell Him how much you love Him, and tell Him things that are in your heart, but you don't pray to Him. So, if you have a request to make of the Father and you want that request granted, do it in the Name of Jesus, not to Jesus or through Jesus. You need to realise that as Christians, we don't need an intermediary between us and the Father. To pray through Jesus is to make Him a medium or intermediary to the Father, and that's wrong. To pray in the Name of Jesus means you're standing in the place of Jesus; you've become His voice.
He's given you the legal right to use His Name. You've got the right of attorney to function in His place, the same way a delegated member of a president's cabinet can represent him at a state function. In other words, even though you're the one asking the Father for something, Jesus is actually the one doing it, for you're asking in His Name. This is why it's impossible for God not to grant your requests, since you're asking by faith in the Name of Jesus. He's delegated His authority to you, the same authority He has on earth to request anything of the Father and have it granted.
Prayer
Heavenly Father, I thank you for teaching me how to pray the right way. I know I'll always receive answers to all my prayers as I pray every day in the Name of Jesus. Amen.