Jesus said:

Truly, truly, I say to you, whoever believes in me will also do the works that I do; and greater works than these will he do, because I am going to the Father. Whatever you ask in my name, this I will do, that the Father may be glorified in the Son.

If you ask me anything in my name, I will do it. If you love me, you will keep my commandments. And I will ask the Father, and He will give you another Helper, to be with you forever, even the Spirit of truth, Whom the world cannot receive, because it neither sees Him nor knows Him. You know Him, for he dwells with you and will be in you.

“I will not leave you as orphans; I will come to you. Yet a little while and the world will see me no more, but you will see me. Because I live, you also will live. In that day you will know that I am in my Father, and you in me, and I in you. Whoever has my commandments and keeps them, he it is who loves me. And he who loves me will be loved by my Father, and I will love him and manifest myself to him.”

-- John 14:12-21 (ESV)

Some would quote this scripture to proof that we should pray to Jesus' name.

However, Jesus himself taught that we should pray to God the Father (Matthew 6:9-13; Luke 11:1-2).

Pray then like this: "Our Father in heaven..." -- Matthew 6:9 (ESV)

and

And he said to them, “When you pray, say: 'Father...'” -- Luke 11:2 (ESV)

Does Jesus contradict himself?

• Some would argue that that Jesus is the Father, therefore it does not matter which name you use.
• Some would argue that, the disciples prayed to the Father while Jesus was a human, and now we should pray to Jesus instead. However, there are no scriptural support for this view.

When Jesus said "whatever you ask", he did not specify whom they should be asking. However, the ESV adds the word "me" which translates that you should be asking Jesus. This is not how all the bibles are translated:

Verily, verily, I say unto you, He that believeth on me, the works that I do shall he do also; and greater works than these shall he do; because I go unto my Father. And whatsoever ye shall ask in my name, that will I do, that the Father may be glorified in the Son. If ye shall ask any thing in my name, I will do it. -- John 14:12-14 (KJV)

To asking something in "Jesus name" does not mean you address Jesus, but instead that you ask something in Jesus authority, in other words, you are asking something that Jesus would have approved.

How do we know what Jesus would have approved?

The next verse gives the answer:

"If you love me, you will keep my commandments." -- John 14:15 (ESV)

That is why we need "the Helper":

And I will ask the Father, and He will give you another Helper, to be with you forever, even the Spirit of truth, Whom the world cannot receive, because it neither sees Him nor knows Him. You know Him, for He dwells with you and will be in you. -- John 14:16 (ESV)

Examples of disciples that communicated directly with Jesus after his ascension

Stephen who called out directly (instead of praying) to the Lord Jesus while he was being stoned.

But he, being full of the Holy Spirit, gazed into heaven and saw the glory of God, and Jesus standing at the right hand of God, and said, “Look! I see the heavens opened and the Son of Man standing at the right hand of God!”

Then they cried out with a loud voice, stopped their ears, and ran at him with one accord; and they cast him out of the city and stoned him. And the witnesses laid down their clothes at the feet of a young man named Saul.

And as they were stoning Stephen, he called out,

“Lord Jesus, receive my spirit.”

And falling to his knees he cried out with a loud voice, “Lord, do not hold this sin against them.”

And when he had said this, he fell asleep.

-- Acts 7:56-60 (ESV)

Although Stephen pointed out "Look! I see...", it seems like the mob could not see what he was seeing as "they cried out with a loud voice, stopped their ears, and ran at him". Therefore, some would argue that God and Jesus was not physically present at that event, but that Stephen was in reality describing a vision.

Whether Stephen was seeing a vision or whether the mob was blinded, Stephen was not on his knees to pray to Jesus. Stephen was on his knees because he was being stoned. Stephen "called out" and "cried out" to Jesus, instead of praying comfortably.

Saul was definitely not praying to Jesus, because he did not even believe that Jesus was alive:

But Saul, still breathing threats and murder against the disciples of the Lord, went to the high priest and asked him for letters eto the synagogues at Damascus, so that if he found any belonging to the Way, men or women, he might bring them bound to Jerusalem. Now as he went on his way, he approached Damascus, and suddenly a light from heaven shone around him.

And falling to the ground, he heard a voice saying to him, “Saul, Saul, why are you persecuting me?”
And he said, “Who are you, Lord?”
And he said, “I am Jesus, whom you are persecuting. But rise and enter the city, and you will be told what you are to do.”

-- Acts 9:1-6 (ESV)

Stephen was seeing Jesus and Paul was hearing Jesus. They both were communicating directly to him, instead of through formal prayer. However, Paul himself later acknowledge that he was only experiencing a vision of Jesus:

And when we had all fallen to the ground, I heard a voice saying to me in the Hebrew language, "Saul, Saul, why are you persecuting me?" -- Acts 26:14 (ESV)

and

"Therefore, O King Agrippa, I was not disobedient to the heavenly vision" -- Acts 26:19 (ESV)

There are many other examples where people talked to angels who appeared to them in their direct presence, yet this form of communication was not considered "praying to angels".

Examples of disciples communicating directly with Jesus in a vision

Ananias:

Now there was a disciple at Damascus named Ananias.

The Lord (most likely Jesus) said to him in a vision, “Ananias.”
And he said, “Here I am, Lord.”
And the Lord said to him, “Rise and go to the street called Straight, and at the house of Judas look for a man pof Tarsus named Saul, for behold, he is praying, and he has seen in a vision a man named Ananias come in and lay his hands on him so that he might regain his sight.”
But Ananias answered, “Lord, I have heard from many about this man, how much evil he has done to your saints at Jerusalem. And here he has authority from the chief priests to bind all who call on your name.”
But the Lord said to him, “Go, for whe is a chosen instrument of mine to carry my name before the Gentiles and kings and the children of Israel. For I will show him how much he must suffer for the sake of my name.”

-- Acts 9:10-16 (ESV)

John:

He who testifies to these things says, “Surely I am coming quickly.”

Amen. Even so, come, Lord Jesus!

-- Revelation 22:20 (ESV)

They were not on their knees praying to Jesus, they were interactively communicating with him during these visions, asking questions and receiving answers to their questions.

Paul's prayers to the Lord

Some would also argue that Paul prayed to Jesus:

Concerning this thing I pleaded with the Lord three times that it might depart from me.

And He said to me, “My grace is sufficient for you, for My strength is made perfect in weakness.”

Therefore most gladly I will rather boast in my infirmities, that the power of Christ may rest upon me. Therefore I take pleasure in infirmities, in reproaches, in needs, in persecutions, in distresses, for Christ’s sake. For when I am weak, then I am strong.

-- 2 Corinthians 12:8-10 (ESV)

In the Greek New Testament, the word "Lord" is only a form of respect. It could refer to any person with authority like a human king, Jesus or God. God's name, YHVH, was also replaced with "the Lord". Therefore, from this scripture alone it is not possible to determine whether Paul addressed "the LORD" (YHVH) or "the Lord" (Jesus). In this passage Paul address Jesus as "Christ" not as "the Lord", so in this context Paul more likely meant the other LORD which is YHVH.

Praying in the Name of Jesus

Some would argue that "praying in the name of Jesus" means to pray to Jesus. They may quote scriptures like:

“And I will do whatever you ask in my name, so that the Father may be glorified in the Son. -- John 14:14”

This does not mean that we should pray directly to Jesus. This simply means to pray in the authority that Jesus gave to disciples. In other words this means they are allowed to request certain things from God the Father because Jesus permits them.

In this case Jesus instructs his disciples to submit to his authority ("name") so that when they ask something from the Father, the Father may use the opportunity to honour ("glorify") His Son's request which should be in alignment with the disciple's request when they had submitted themselves to him. This is not the disciples telling Jesus what to do, but Jesus mediating on behalf of the disciples to God according to His will.

A few verses earlier:

Jesus said to him, “I am the way, the truth, and the life. No one comes to the Father except through Me. -- John 14:6 (ESV)

Fellowship with Jesus

Paul wrote:

God is faithful, by whom you were called into the fellowship of His Son, Jesus Christ our Lord. -- 1 Corinthians 1:9 (ESV)

And John wrote:

... so that you too may have fellowship with us; and indeed our fellowship is with the Father and with His Son Jesus Christ -- 1 John 1:3 (ESV)

How are we supposed to have "fellowship" with Jesus Christ if we should pray to the Father instead?

Some would say that God does not forbid talking (or "praying") to Jesus directly, although no scripture directly encourage prayers to Jesus nor does any scripture state that Jesus would be able to receive our prayers.

Other reason that the apostles could have meant that we would eventually, be able to have direct personal fellowship with Jesus himself on his return. However, nothing implies of a future fellowship, but instead the present tense was used.

However, Christ's body is fellow believers. Therefore, fellowship with Christ's body is considered fellowship with Jesus Christ. It is often more convenient to think that we ought to fellowship only with our perfect glorious God, Who abundantly provides in all our needs. It is often less convenient to fellowship with believers, especially if they are imperfect and might be broken, demanding, shameful or needy people. Yet, this was what Jesus instructed:

“Whoever receives you receives me, and whoever receives me receives him who sent me. The one who receives a prophet because he is a prophet will receive a prophet’s reward, and the one who receives a righteous person because he is a righteous person will receive a righteous person’s reward. And whoever gives one of these little ones even a cup of cold water because he is a disciple, truly, I say to you, he will by no means lose his reward.” -- Matthew 10:40-42 (ESV)

This is also confirmed a few chapters later when Jesus said:

"For I was hungry and you gave me food, I was thirsty and you gave me drink, I was a stranger and you welcomed me, I was naked and you clothed me, I was sick and you visited me, I was in prison and you came to me."
Then the righteous will answer him, saying, "Lord, when did we see you hungry and feed you, or thirsty and give you drink? And when did we see you a stranger and welcome you, or naked and clothe you? And when did we see you sick or in prison and visit you?"
And the King will answer them, "Truly, I say to you, as you did it to one of the least of these my brothers, you did it to me."

-- Matthew 25:35-40 (ESV)