In praying prayers to be converted, the early Christians found it natural to pray to Jesus. Some even today still find this bothersome, wondering if we should pray to him, or simply say, “Dear God.”
Bunge explores this practice and the questions which surround it (pp. 118-120), and his overall conclusion is that the early-Christians prayed to Jesus as a sign of their recognition that he is the savior (e.g. Acts 4:12). Thus a prayer for conversion is prayed to that person of the holy Trinity who is the provider of it.
To pray to Jesus is not to deny or bypass the Father or the Spirit. It is simply to focus the prayer in that part of God’s nature where the request lies. It is also to recognize that the Christian faith is essentially and unapologetically Christological.
Prayers to Jesus are ways we continue to declare, “Jesus is Lord”—and to keep putting ourselves in the place of saying, “I need Thee, Oh, I need Thee; every hour I need Thee!”