We can pray directly to the Father.
Matthew 6:
9 After this manner therefore pray ye: Our Father which art in heaven, Hallowed be thy name.
10 Thy kingdom come, Thy will be done in earth, as it is in heaven.
11 Give us this day our daily bread.
12 And forgive us our debts, as we forgive our debtors.
13 And lead us not into temptation, but deliver us from evil: For thine is the kingdom, and the power, and the glory, for ever. Amen.
But we also have a mediator.
1 Timothy 2:
5 For there is one God, and one mediator between God and men, the man Christ Jesus;
6 Who gave himself a ransom for all, to be testified in due time.
John 14:
13 And whatsoever ye shall ask in my name, that will I do, that the Father may be glorified in the Son.
14 If ye shall ask any thing in my name, I will do it.
John 16:
23 Verily, verily, I say unto you, Whatsoever ye shall ask the Father in my name, he will give it you.
24 Hitherto have ye asked nothing in my name: ask, and ye shall receive, that your joy may be full.