The Holy Trinity is one of the great mysteries of the Christian faith that is often difficult to comprehend. This is especially true when exploring the topic of prayer.
The Catechism of the Catholic Church explains in its section on prayer the mystery of praying to Jesus and God the Father:
There is no other way of Christian prayer than Christ. Whether our prayer is communal or personal, vocal or interior, it has access to the Father only if we pray "in the name" of Jesus. The sacred humanity of Jesus is therefore the way by which the Holy Spirit teaches us to pray to God our Father.
For example, whenever we pray the Lord's Prayer, we do so by using the words Jesus taught us.
Its important for us to know that all prayer to God is Trinitarian, involving God the Father, God the Son and God the Holy Spirit.
Whether we realize it or not, all prayer brings us closer to the Holy Trinity.