Below is a letter I wrote to a friend, which I felt may help others out as well:
In regards to praying to saints, it is one of the most difficult things for Protestant Christians to understand. I wrestled with it for a while. In old English, the word “pray” simply meant to ask or implore someone for something.
In modern English, the word has come to mean “to ask God for something.” So, when we mention “praying to the saints” it seems horrible because we’ve been trained that the word should only be used in regards to praying to the god of whatever religion one adheres. But that is not a full or accurate understanding of the word “pray.”
Additionally, prayer is more than simply asking for something, as you are finding through practicing the Jesus Prayer. It is communing, that is, connecting with the Divine in a deep way…establishing a heart to heart connection.
Jesus states in Luke 20:38 “Now He is not the God of the dead but of the living; for all live to Him.” It is the belief of the Church that when a person dies they do not go into “soul sleep” as some heretical groups teach, but rather that person enters into a realm of existence called Paradise, or if they lived an unfaithful life, they go to a temporary holding place sometimes called Hades (which is not the same as Hell). Most Protestants call this judgment that immediately proceeds death the “Particular Judgment,” in Orthodoxy, it is often referred to as the Toll Houses.
Those who pursued Christ during their earthly life continue to live in communion with our Lord. Hebrews chapter 11 discusses a great number of saints of the Old Testament and then at the beginning of chapter 12 explains that we are surrounded by that great cloud of witnesses. It is the Church’s belief that these saints are not sitting around idly or goofing off, rather they are interceding for us. In other words, the Church is fully alive. Those who lived before us on earth are still alive in Paradise and they are now pursuing communion and prayer with Christ on our behalf.
Most of the saints started out like the rest of us — but they have finished the course in faithfulness. Therefore, we know that they do not possess any power within themselves to answer our prayers. In fact, every prayer to a saint really goes to the Person behind the saint: Christ Jesus. Just as you may hear about people venerating icons, but they are not worshiping a piece of wood with a painting on it. Rather they are attributing honor to the person in the image, and even more so to the Divine Person who has illuminated that saint.
That’s the other side of this argument: it is not theoretical. Throughout all of the ages, countless people can attest to the prayers of the saints bringing healing, raising the dead, changing the course of nature, and stilling the raging storms within their own hearts. It is a reality that exists that we can step into with Christ; it is not simply a theoretical theology. It is something that is powerful and it works.
If you still feel a little weird about it, that’s ok. It took me months to get used to that idea and I very gradually worked my way into it. Within Orthodoxy, you will find countless new and different ideas. It is good to take your time and soak in these things for days, weeks, months, or even years. There is no hurry in trying to understand it all at once.
I don’t have any specific books I can recommend on the topic, though I’m sure there are several good ones out there. It is something that God has gradually changed in my heart through the experience of prayer.