The triune God that we know is quite complex.  There is only one God as we read in Isaiah 45:5, “I am the LORD, and there is none else, there is no God beside me…”  Yet, we know Him as Father, Son, and Holy Spirit.  One of the clearest example of His triune nature is at the baptism of the Lord Jesus where we read, “And Jesus, when he was baptized, went up straightway out of the water: and, lo, the heavens were opened unto him, and he saw the Spirit of God descending like a dove, and lighting upon him: And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased.” (Matthew 3:16-17).  Here, we have the Lord Jesus coming out of the water, the Holy Spirit lighting upon Him, and the Father speaking from Heaven, commending His Son.

We read in Colossians 2:9, “For in him (Christ) dwelleth all the fulness of the Godhead bodily.”  This shows us that the Father and Spirit dwelt within the Lord Jesus.  We have a similar thought in Colossians 1:19 which says, “For it pleased the Father that in him should all fulness dwell.”  Let’s also consider 1 Timothy 3:16 which says, “And without controversy great is the mystery of godliness: God was manifest in the flesh, justified in the Spirit, seen of angels, preached unto the Gentiles, believed on in the world, received up into glory.”  God was made known in the flesh (Jesus).  He was justified in the Spirit, etc.

With all that said, we know that although God is one, He is also three.  The Father is God.  Jesus is God.  The Holy Spirit is God.  Yet, Jesus is not the Father.  The Holy Spirit is not Jesus.  The Father is not the Holy Spirit.  It was the Father who sent His Son to die for our sins. (John 3:16).  It was the Son who obeyed His Father and died for us. (Philippians 2:8).  It is the Holy Spirit that indwells each believer and reveals Christ to us. (John 16:13-14).  It was God who punished His Son for our sins. (Romans 8:32).  Yet…He is one.  There is only one God.  What a wonderful mystery! 

So, when we read of Jesus praying to His Father, He is doing just that…praying to His Father.  God the Son is praying to God the Father.  (404.6)