Great question! I must apologize for taking so long to write back to this question—starting college is busy work!
Trinity
Your question relates to the way in which God is “triune”—or three persons who are different yet all in one person (Yaweh God). I think there are two primary reasons and/or explanations for why Jesus would have prayed to the Father (Himself) before His crucifixion.
1. Trinity
Christ is one of the three persons that Yaweh is in Himself—Father, Son, and Holy Spirit. Thus, when Christ was praying to His Father, He was talking to the other person within Himself. It is very confusing to think about a person who is three persons yet even still is only one. The better illustrate the idea, consider 1 Corinthians 2:15-16 (NIV):
15 The person with the Spirit makes judgments about all things, but such a person is not subject to merely human judgments, 16 for, “Who has known the mind of the Lord so as to instruct him?” But we have the mind of Christ.
That last part of the verse is fascinating: “But we have the mind of Christ.” But I thought each person was a unique soul? How could we have Christ’s mind and yet still be ourselves? It is again a display of the many-yet-one principle of God. I do not profess to understand exactly how it works, but from my limited knowledge of God and Scripture it appears as though He is one-yet-three. It is an enigma about God that I won’t understand until I’m in Heaven and “then I shall know fully, even as I am fully known.” (1 Corinthians 13:12, NIV).
2. Christ’s Example
Another important reason Jesus prayed to God, I believe, was to provide an example of how to converse with God the Father when you are faced with a difficult task He has asked you to perform. Jesus prayed asking for a way that would not result in such anguish for Himself, but in the end still said: “Father, if you are willing, take this cup from me; yet not my will, but yours be done.” (Luke 22:42, NIV). Christ provided an excellent example of how to converse with God when He has shown you the tough route you will have to take. One must willingly submit to the Father’s will with humility.
Conclusion
Thank you for the question, Jessica! I encourage you to pray to God and ask Him why He might have prayed to Himself. You never know how He might respond.
God bless,
Robert A. Rowlett