One of the problems of having so many different people tell you things is the confusion this causes. That is why the Lord gives us the Bible in order to settle these things by a higher authority. Let me see if I can be a help without adding to the confusion any.
First, you ask to whom we should pray. Although I am sure that God will hear our prayer when we talk to the Son, the normal practice is to pray to God the Father. However, we are to pray in Jesus' name. That is, we come in the authority of the Son. I have an article called "Praying in Jesus Name" that might help you.
I also want to address another common problem concerning salvation and prayer. Many people have emphasized the prayer out of proportion in explaining the way of salvation. The Bible does say, "For whosoever shall call upon the name of the Lord shall be saved" (Romans 10:13). But, unfortunately, many people have taken this verse out of context and taught that it is the saying of a prayer that saves us. I am fearful that many have said a prayer and count on that alone to take them to heaven. But this is not the case.
We are saved by turning from our way and looking upon Jesus by faith on the basis of His death, burial, and resurrection. It is the act of believing on Jesus or trusting in Him that truly saves us. But it is not just a general believing that Jesus is real or that He is the Saviour that saves us. It is a turning totally to Him in faith, accepting Him, and confessing Him (that is, saying it) as our Lord and Saviour. Romans 10:9-10 states, "That if thou shalt confess with thy mouth the Lord Jesus, and shalt believe in thine heart that God hath raised him from the dead, thou shalt be saved. For with the heart man believeth unto righteousness; and with the mouth confession is made unto salvation."
Notice in this passage that there is an act of believing that occurs in the heart. (We must believe that Christ died on the cross for our sins, that He was buried, and that He arose again from the dead.) But there is also an act of confessing that occurs outwardly. This is where the prayer comes in. This is also where repentance comes in, although it is not mentioned specifically in Romans 10:9-10. Let me explain.
- We accept as fact that Jesus Christ died on the cross for our sins, that He was buried, that He arose from the dead the third day.
- We make this personal by believing that He did this for us and that He will accept us if we come to Him.
We turn from our way; that is, our sinfulness and the ways we have tried to please God in our own strength. (Isaiah 53:6 states, "All we like sheep have gone astray; we have turned every one to his own way; and the LORD hath laid on him the iniquity of us all.) We repent of our sins and turn to Jesus Christ as our only hope of salvation. This explains why Paul preached, "repentance toward God, and faith toward our Lord Jesus Christ" (Acts 20:21).
- We choose to trust in Him as Saviour. We receive Him (John 1:12 says, "But as many as received him, to them gave he power to become the sons of God, even to them that believe on his name.") In other words, we act on our faith and choose to trust in Christ entirely.
We confess our choice to God. That is, we call on His name in prayer, ask Him to save us, and tell Him that we are trusting in Jesus to save us right now. (It is not really important how you word your prayer or whether you cry out to the Father or the Son.)
- We make our choice known publicly. That is, we make a stand on trusting in Christ. This may just be telling Christian friends or telling the person who is dealing with you about salvation, but in scripture this is treated as important (see Romans 10:9-11). It seems that someone who is not willing to claim Christ as their Saviour is not taking salvation seriously and has not truly believed.
Finally, you need to trust that Jesus Christ has saved you as He promised. It is true that saved people have times of doubt. However, since faith is taking God at His word, it difficult to think of someone being saved who will not believe that God has saved him when He has been asked to do so and has promised that He would.
Now that I have given you a series of points, let me give a warning. These steps are only given to be a help to you. Salvation is not accomplished by following a formula. We are saved by believing in a person--the Lord Jesus Christ. I pray that you will give yourself to Him and trust Jesus as your Saviour today if you have not already done so.