Just one of my many hang-ups

I can't figure out how to address God. Everytime I pray I go through this little process of what to call him. Is it "Dear God" or just "God" or "Jesus" or maybe "Father God." I have no idea. Then after I decide how to address Him it never fails that during the prayer I can't figure out what to call Him. I always begin with the sign of the Cross because I'm a fallen Catholic and it just feels incomplete unless I start and end by crossing myself. But, that doesn't help with how to address Him. See, when I talk to God I actually treat it like a conversation. I talk to Him just like I talk to many of you. But, sometimes I call Him God and sometimes I call Him Jesus and of course sometimes I call Him Dude (what? It's a capital "D".) This probably doesn't seem like a huge problem for most of you but it is for me because I feel like in order to get closer to Him and cultivate my relationship with Him I have to understand who I'm talking to. I don't know. I sort of think of God as the father and Jesus as a really good friend. But, are they the same? Jesus is a person though and I don't think of God as a person so much as a presence. Who am I really talking to? I guess this all goes back to the Trinity which I have NEVER been able to fully understand. I'm ok with that because a very wise person once asked me "would you really want a God you can fully understand?" No I would not. But, I need to understand who I'm actually talking to when I pray. And, at this point I have absolutely no idea. But, whoever it is must be listening because my prayers are being answered! Obviously I would really like to hear your comments about this one. Please help me!!