Trinitarians are often asked questions such as "Did Jesus pray to himself"?
Some, who don't belive in the Trinity teaching ask these questions thinking that such questions show a fallacy in the Trinity doctrine. However the fact is that Jesus praying to the Father is entirely consistent with the Trinity doctrine of one God in three persons. While Trinitarians believe that the Father, Son, and the Holy Spirit, are God, they also believe that they are distinct persons within the one God. Thus they are able to speak to one another. So Jesus (one person) speaking to the Father (another person) in prayer is not a problem.
But why would Jesus pray to the Father?
Trinitarians believe that Jesus (while remaining fully God) became fully human at the incarnation. Since Jesus became a human man, he did what human men are supposed to do and prayed to the Father.