This is not about where we pray, because Jesus' statement is a general statement. "When you pray..." So the place of prayer can be anywhere, just don't do it on the corner of the street to be seen like Pharisees. But the only Person who is worthy of our prayers is, according to Jesus, is the Father. That because the Godhead knew about the depth of the depravity of sin which would draw people into praying and worshiping every stick of wood, every golden calf, every statue and picture of every saint and madonna, every amulet, every angel, which is why the C church ignores the 2nd commandment so that the devil can get people away from praying to the father and therefore pray to everything else but Him.
Yes! part of praying is ASKING. Such as:
Mat. 18:19 "Again I say unto you, That if two of you shall agree on earth as touching any thing that they shall ASK, it shall be done for them of my Father which is in heaven."
Luke 11:13 "If ye then, being evil, know how to give good gifts unto your children: how much more shall your heavenly Father give the Holy Spirit to them that ASK him?
Look at the prodigal son. When he came back, he came asking forgiveness of the FATHER.
If you want to pray to Mary and every other saint and angel, go right ahead. Your prayers will not go beyond the ceiling as they are idolatrous.
Do I only pray to the Father? Yes. Does that make me a hypocrite? then so be it at least I'm not an idolater.