While they were stoning him, Stephen prayed, “Lord Jesus, receive my spirit.” Then he fell on his knees and cried out, “Lord, do not hold this sin against them.” When he had said this, he fell asleep.
Jesus is God and you must learn to pray to him directly, not just "in the name of". Some falsely teach you can only pray to God the Father not Jesus. You must reject such heresy. At the worst juncture of his life, Stephen called out to the Jesus he knew and loved.
The practise of praying directly to Jesus, God the Son, is a powerful reminder to us that our hope is only in and through Jesus. There is no God, but Jesus Christ. All others are idols. Do not pray to idols, as Apostle John warns.
Start your prayers during the day like "Dear Lord Jesus" or "My dear Jesus, my precious Love and Eternal Friend". And of course you should continue to pray directly to God the Father and God the Spirit as well.