I was raised Catholic and I was taught to believe that God was actually three distinct persons in one, somehow, and this was nebulous. But I was also told that there were a lot of other heavenly characters up there. I don’t believe that prayer is communicating with any sentient being, but a lot of people do believe this.
It is interesting that whenever someone tells me that they prayed and that they received wisdom, all members of the Trinity, and Mary, and all the saints and cherubim all agree with each other on all topics. It’s not like people seeking prayer guidance come away with this result: God says take the new job, whereas Jesus says wait a month and think about it, whereas Mary says go back to school, whereas the chorus of angels sings that you should give it all up and join a commune. It seems like there is a lot of Groupthink going on up there . . .