Is it true that Christians normally do not address prayers to the Holy Ghost, and if yes, why?
Generally Christians do not address prayers to the Holy Spirit. But let me elaborate: Jesus Christ is the great high priest, our intercessor before God the Father, and our savior. So it is most common to pray directly to Him. But it is not wrong to pray to any personage of the Triune God because, of course, Father, Son, and Holy Ghost are one God. In this case, it is more common to pray to the Father or Son, but it is Biblical and thus perfectly OK to pray also to the Holy Spirit.