Dear Anonymous,
In Catholicism, prayer is a form of petition, although it can also take on other forms, such as thanksgiving. In Latin, the official language of the Catholic Church, the word for "pray" is the same ask the ordinary word "to ask". This is reflected in archaic English phrases such as, "I pray thee" (e.g., "I pray thee, close the window.").
Because Protestants only pray to God and do not offer sacrifice like Catholics, they have come to associate prayer exclusively with adoration and worship. That said, confusion arises when they see Catholics pray to the saints, because they think we are worshiping them. (Our chief act of worship is offering the Holy Eucharist, which we only offer to the Father, through the Son, in the Holy Spirit.) In fact, we are asking them to pray to God on our behalf. Verses such as Revelation 5:8 and Revelation 8:5 show that the saints have a role in the conveyance of our prayers to God.
Prayer to saints work because as St. Paul says, we are all part of one body and there is a close communication among us. Verses such as Hebrews 12:1 and Hebrews 12:23 indicate that the saints are physically close to us.
You can also pray to those in Purgatory, but it's better to pray for those in Purgatory, all of which are saved, but are being purified so they may attain the beatific vision of God. Our prayers for them help expedite their purification.
For more information, do a search for "prayer" and "saints" in our knowledge base.
Eric
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