Common Question: If Jesus is God, then was He praying to Himself when He prayed? Who was He praying to on the cross when He said, “MY God, My God, why have you forsaken Me?” Was He praying to Himself? Was He complaining to Himself about why He had forsaken Himself?
1. This is a question that betrays ignorance of the Trinity. For a little article explaining the consistency of the Trinity see http://claybobbilukedoggg.blogspot.com/2010/01/jesus-is-god.html. No Jesus was not praying to Himself. Jesus was praying to the Father, also known as the first Person of the Trinity. Jesus would be the 2nd Person of the Trinity. They are distinct in Persons. They are one in the Being they share.
2. This question assumes Modalism, or Sabbelianism. This is the heresy that teaches that God is one Person who acts in different modes. The idea is He acts in modes as we do. I am a dad, a son and a brother. So they say this is what God does in being the Father, Son and Holy Spirit. One major problem with this error is exactly what this question emphasizes, namely that a person who is different things to different people does not hold conversations with his different modes. I do not say “Clay the dad, can you help me fix the car?” and answer, “Well, Clay the son, I would love to.” I do not dialogue with myself like this and neither does God.
3. Jesus accomplished many things by taking on humanity. One was that He set the perfect example of how every human being should live, but does not live. He set an example and provided His righteousness as a substitute for our sins, those of us who believe. So His crying out was an example. His praying was human obedience as it should be. He fulfilled the law we could not fulfill. He submitted to the Father to display what we should do. It was His role in redemption.
4. So the answer is no. He was praying to God the Father, not God the Son (Himself). Once again, this argument is a straw man argument against Christianity. It misrepresents what Christianity teaches about the nature of God.