The Trinity enters our lives
And notice that in all these examples I give, and in many others, the movement of the Trinity is about entering into the created world, about reaching to humanity. It is about involvement, action. The Trinity is about drawing human beings into the life of God, in creation, in redemption, in prayer, in sacraments. The best description of all is of course love - because love always involves another, and God is love because he lives love in himself, and extends his loving hand, his loving word, his loving Spirit, to embrace all humanity.
When we pray, to which of the persons of the Trinity should we speak?
Each person of the Trinity, Father, Son and Holy Spirit, is fully God, so prayer can be addressed to any one of the persons and to all three together.
However, some prayers might be more appropriate to be made to a particular person.
For example, in the liturgy we take part in the action of Christ as high priest, so our prayers are usually to the Father, through the Son and in the unity of the Holy Spirit. Notice that in the Mass prayers nearly always are phrased in this way. It is quite unusual to address a prayer in the liturgy directly to Jesus or to the Holy Spirit.
However, private prayers or other acts of devotion may be different.
For example, if we are praying for God’s mercy, we may often speak directly to the Son, especially to the Sacred Heart, which is the expression and example of the love and mercy of God.
Similarly, we would naturally pray to the Holy Spirit, if we are praying for grace, for the power of Divine Love, or for the many gifts or fruits which come to us from the work of the Spirit in our lives.