Here’s one example (among quite a few) where the Lord Jesus is the proper recipient of prayer - others besides God are prayed to by certain people, but it is always wrong to do so:
(59) And as they were stoning Stephen, he called out, “Lord Jesus, receive my spirit.”
(60) 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. (ESV)
1. Frederick Danker: Just as Israel was to understand her role as one of obedience to the God who saved her, so the Christian is to see the moral and ethical implications of this recognition of Christ’s claim to ownership expressed so often in such a phrase as “Paul, a slave of Christ Jesus.” Out of such conviction the iron of steadfast confession was smelted. As the stones came flying at Stephen, he prayed, “Lord Jesus, receive my spirit.” (Acts 7:59) (Creeds in the Bible, page 45, c. 1966).
2. David Peterson: But he pointedly ‘calls upon’ the Lord Jesus in prayer instead of the Father, trusting him for salvation through death and beyond (The Acts of the Apostles, Pillar New Testament Commentary, page 269).
3. William Mounce: Jesus is the addressee when epikaleō is used in the sense of praying (Acts 7:59) (Mounce’s Expository Dictionary of Old and New Testament Words, Call, page 93).
4. J. Jeremias: Stephen prays: kurie Iesou dezai to pneuma mou (Ac.7:59) (TDNT 5:771, paradeisos).
5. W. E. Vine: Prayer is properly addressed to God the Father, Matt. 6:6; John 16:23; Eph. 1:17; 3:14, and the Son, Acts 7:59; 2 Cor. 12:8 (Vine’s Expository Dictionary of Old and New Testament Words, Prayer, page 872).