Pray then like this: Our Father in heaven, hallowed be your name.
Matthew 6:9

I don't think it's necessarily wrong to pray to Yeshua (Jesus), but that's not the example he gave us. Our lives ought to become like a burnt offering, holy dedicated to YHWH, and our prayers are a part of that process. The bottom line is that Yeshua came to restore our relationship to the Father and he told us to direct our prayers accordingly.