We can begin by pointing out the main difference between the Holy Spirit and angels.  The Holy Spirit is God and is eternal.  The angels are created beings.

The scriptures are full of the truth that the Holy Spirit (Holy Ghost) is God (and part of the Godhead of the Father, the Son, and the Holy Spirit).  One particularly easy portion to see this truth is in Acts 5:1-4, “But a certain man named Ananias, with Sapphira his wife, sold a possession, And kept back part of the price, his wife also being privy to it, and brought a certain part, and laid it at the apostles’ feet. But Peter said, Ananias, WHY HATH SATAN FILLED THINE HEART TO LIE TO THE HOLY GHOST, and to keep back part of the price of the land? Whiles it remained, was it not thine own? and after it was sold, was it not in thine own power? why hast thou conceived this thing in thine heart? THOU HAST NOT LIED UNTO MEN, BUT UNTO GOD.” 

In the early days of the church, there was a period when all the believers in Jerusalem had “had all things common.”  They all sold their possessions and “brought the money, and laid it at the apostles’ feet.” (Read Acts 4:32-37).  We see in Acts 5 that a man named Ananias and his wife lied about selling their possessions and giving all their money to the apostles.  When the Apostle Peter approached them about it, he told them they had lied to the Holy Spirit.  He then reiterated his charge by telling them they had lied to God.  The Holy Spirit is God! 

Only God is self-existent.  Everything and everyone else have been brought about by the hand of the eternal God.  Angels are created beings.  We read in Colossians 1:16, “For by him (Christ) WERE ALL THINGS CREATED, that are in heaven, and that are in earth, visible and invisible, whether they be thrones, or dominions, or principalities, or powers: all things were created by him, and for him.”  The angels were created to carry out the will of God.  Psalm 103:20 says, “Bless the LORD, ye his angels, that excel in strength, that DO HIS COMMANDMENTS, hearkening unto the voice of his word.”  Angels worship God, “And let all the angels of God worship him.” (Hebrews 1:6).  Angels, as dispensed by the Lord minister to our needs as we read in Hebrews 1:14, “Are they not all ministering spirits, sent forth to minister for them who shall be heirs of salvation?”

Do we pray to the angels?  Absolutely not!  They listen to the voice of God.  They do not listen to us.  We do not worship angels, neither will they accept our worship.  Revelation 22:8-9 tells us, “And I John saw these things, and heard them. And when I had heard and seen, I fell down to worship before the feet of the angel which shewed me these things. Then saith he unto me, See thou do it not: for I am thy fellowservant, and of thy brethren the prophets, and of them which keep the sayings of this book: WORSHIP GOD.” 

Do we pray to the Holy Spirit?  Let us listen to the words of the Lord Jesus in Matthew 6:6, “But thou, when thou prayest, enter into thy closet, and when thou hast shut thy door, PRAY TO THY FATHER which is in secret; and thy Father which seeth in secret shall reward thee openly.”  Again we hear His voice in John 16:23, “And in that day ye shall ask me nothing. Verily, verily, I say unto you, WHATSOEVER YE SHALL ASK THE FATHER in my name, he will give it you.”  We pray TO the Father, THROUGH the Son, BY the Holy Spirit.  We read in Romans 8:26, “Likewise the Spirit also helps in our weaknesses. For we do not know what we should pray for as we ought, but THE SPIRIT HIMSELF MAKES INTERCESSION FOR US with groanings which cannot be uttered.” (NKJV).  There is no example in the scriptures of anyone ever praying to the Spirit.  Rather, He directs our prayers to the Father and the Son.  (457.4)