Pray only to God. Jesus is God, and He is the only way.
1 Timothy 2:5
"For there is one God, and there is one mediator between God and men, the man Christ Jesus."
Who are these people in Revelation seen in heaven? They don't appear dead to me.
Rev 5:8 And when he had taken the book, the four beasts and four and twenty elders fell down before the Lamb, having every one of them harps, and golden vials full of odours, which are the prayers of saints.
Rev 6:9-10 And when he had opened the fifth seal, I saw under the altar the souls of them that were slain for the word of God, and for the testimony which they held: And they cried with a loud voice, saying, How long, O Lord, holy and true, dost thou not judge and avenge our blood on them that dwell on the earth?
And God is the God of the living:
Mk 12:27 He is not the God of the dead, but the God of the living: ye therefore do greatly err.
Jesus talks about us praying directly to God the Father. Why - because the Father loves us.
That sums up that argument. I’ve never understood praying to anyone except Jesus himself either.
Do you never ask your loved ones to pray for you?