Now I lay me down to sleep, I pray to Jesus of Nazareth my soul to keep. Well, that's not exactly how the childhood prayer goes, but in all practicality it is how many Christians subconsciously pray. Talking to Jesus, having conversations with Jesus, and following him should be common to the life of any Christian. But, praying to Jesus as though he was God: well, that's entirely something different.
Jesus might have felt he was the coming Jewish Messiah, but he certainly never claimed unique divinity!
Since Jesus was a human, he prayed to God, Abba Father. God doesn't pray to himself. There's no need for a God to pray at all, at least in my definition of God there isn't. So, when Mark records (1:35), "Early in the morning, when it was still dark, Jesus arose and going out of the house to a solitary place he spent time in prayer", he not saying that Jesus went there to talk to himself but to Creator God.
Tom Harpur writes, "Unless we are prepared to believe that his prayer-dependence on God was nothing more than s sham for our edification, a mere act to set a good example, it is impossible to cling to the orthodox teaching that Jesus was rally God Himself walking about in human form, the Second Person of the Trinity."
The depiction in the Garden of Gethsemane has to convince one that Jesus was not praying to self.
And then we have the "Eloi, Eloi, lama sabachthani" that Jesus cried forth from the cross. From Psalms 22 Jesus is repeating the phrase, "My God, my God, why have you forsaken me?" I can't imagine what was going through the mind of Jesus while hanging on the cross after all the intimate time he had had with Abba Father, but then, there's so much about Jesus and God that I will never understand. So, I will just REST in the faith and trust that God is LOVE and I am an object of such affection.
We all need to be reminded of that every time we're in prayer (in whatever manner or method you call prayer).