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Catholics pray to Mary and the Saints for intercession with God on our behalves, because we believe certain people have a special relationship with God due to how they lived their lives.
Certain Protestants, usually of the fundamentalist/evangelical stripe, object to this practice as a form of idolatry, and state that prayers must only be directed to God. These same folks typically object to Catholic use of statuary and relics, on the same grounds.
The Catholic counter is that prayer is not the same as worship, and the idea of intercession acknowledges the supremacy of God.
I was raised Catholic, and although I acknowledge the logic of the Protestants' argument, we're coming from different places on the authority of the Bible, the traditions of the early Church, and so on. It's an irreconcilable theological point, but from my POV a minor one. Not necessarily so coming from the other direction, which I suppose is why you asked the question.