This is a question for Protestants. God said that we shouldn't pray to anything other than Him. Otherwise it would be idol worship. That means Christians who pray to Jesus should not have an iota of doubt that Jesus wasn't someone else, given authority by God, but nevertheless not to be prayed TO. I am afraid I don't see this being crystal clear.
There are no places I know of that Jesus explicitly claims to be God. He doesn't say it at the trial, but claims he is the Messiah only. In fact the Messiah was supposed to be a man, not God himself.
In John 10:33 when they picked up stones to stone him, and he asked "for which of my good works do you stone me" and they said "'We are not stoning you for any good work,' they replied, 'but for blasphemy, because you, a mere man, claim to be God.'" Jesus did not clearly confirm that he claims to be God. On the contrary he invoked an example where mere people were called "gods" and then said he was greater than those people. Since he could have easily affirmed his claim right there, but didn't, I don't think that is proof of his being God either. If anything it can equally be proof that he did not wish to be considered God and was explaining his position.
Having read the Gospels I see many verses of Jesus saying things that imply that he is not God, but the Son sent into the world and given authority.
In your answers about why it isn't dangerous to pray to Jesus, please address the following verses:
1) In the garden of Gethsemene, Jesus prayed "nevertheless, not my will, but Yours be done." Shouldn't God have the same will as Himself?
2) In fact in John 14:31 Jesus obeys the commands of the Father: "I love the Father and do exactly what my Father has commanded me".
3) In John 14:28, Jesus explicitly says that the Father is greater than he is "You heard me say, 'I am going away and I am coming back to you.' If you loved me, you would be glad that I am going to the Father, for the Father is greater than I."
4) In Matthew 24:36, Jesus mentions himself as not knowing something the Father knows: "But about that day or hour no one knows, not even the angels in heaven, nor the Son, but only the Father."
5) In Mark 10:18, he rebukes people for calling him good and then says only God is good: "'Why do you call me good?' Jesus answered. "No one is good--except God alone."
6) John 5:30 NIV By myself I can do nothing; I judge only as I hear, and my judgment is just, for I seek not to please myself but him who sent me.
7) 1 Timothy 2:5 says "For there is one God and one mediator between God and mankind, the man Christ Jesus, who gave himself as a ransom for all people. This has now been witnessed to at the proper time."
8) Jesus himself says to pray to the Father:
This, then, is how you should pray: Our Father in heaven, hallowed be your name, your kingdom come, your will be done, on earth as it is in heaven.
Finally, what's the advantage of praying TO Jesus instead of Father God directly? You can pray "in Jesus' name" but TO GOD. Jesus taught us The Lord's Prayer which is to Father God, not to Jesus. If the church is wrong about Jesus being God and Jesus is someone called God's Son sent into this world, but not God himself, then isn't praying to Jesus idol worship?