Can I Talk to the Holy Spirit?

Every week, I answer a common question related to the end times. Today's is about whether it's appropriate to pray directly to the Holy Spirit, or if we should only pray to the Father and Jesus.

Question:

I know the word “Trinity” isn’t in the Bible, but the concept clearly is. Jesus was with God at creation and somehow involved in it. After He rose, He left His Holy Spirit with those who have received Him as Savior. And while He was on earth, He taught us to pray to the Father. I feel free to pray to and praise the Father and Jesus, but am I wrong to talk directly to the Holy Spirit, or am I really speaking to Jesus when I do? And when I feel the Holy Spirit, am I feeling all three Persons of the Trinity at once?