Christians? when you pray you should pray to the Holy Trinity?

or to the Father in name of Jesus why? if Jesus is God and the Father is God? then two Gods? do you pray to the Father, the Son or the Holy Spirit? or just one or the three, according to the Bible Jesus asked us to ask his Father in his name but the doctrine says Jesus is God and Man then if I pray Jesus I am praying to God too no? I am confused sometimes because Jesus is God and the creator no?