:) Please, by all means take your time in exploring and asking questions, seeking answers. To try to do it all at once is very overwhelming. It's like anything else worth doing - slow, steady and right.
My questions are, does one pray to God asking that Padre Pio will hear the prayers and help one make spiritual progress? Or does one pray (as I was taught) just to God? Do we know padre Pio can hear the prayers now that he is dead? Can he intercede with the Lord? Does anyone have experience of this?
The most important question here is is Padre Pio dead. According to Church teaching, no spirit ever dies. His spirit lives as part of the communion of saints. When one prays (meaning "to ask") to a saint, the ask, if you will, is for intercession by way of prayer to the Father that this or that may be so. That goes to praying to anyone who has gone before us. They are all part of the communion of saints and as such have not died. When it comes to canonized Saints - before one is canonized there is always a miracle confirmed by the Church. The vast majority are medical, but there are the occasional ones like St. Martin de Porres which was a grain bin filling. When miracles happen in a person's name, we say they are with God and are recognized as being so. Praying to the saints is somewhat like asking a mentor for help - praying that a heart may be opened, praying that one may love Christ as the saint did, etc. They will always pray for you. Believe me, there are some great saints who are amazingly generous in this way (thank you, St. Cecilia).
I think whats holding me up on this point is that I dont want to be in a position of demanding things of the Lord or nagging Him for things I want that He is not otherwise inclined to grant in response to prayers directed just at Him, whether those things are spiritual gifts or material ones. Im afraid that if I ask a saint to help out, its a way of saying Padre Pio, God didnt do what I want, can you talk to Him for me? Persuade Him?
Ahh. God's ways are not our ways. That's part of the rub of being human. I think the best way to think about "what to pray for" is to ask yourself, Is it for the good of the Kingdom and how does this serve God. The way to ask is, "Father, if it be your will...." What is God's will? My favorite line about that comes from Mother Angelica who founded EWTN, "Honey, if it's happening, it God's will." God answers prayer and not always in the way we want Him to. My life in the last 4-5 years is one example after another of learning how to do God's will. The major thing to remember is TRUST. If you honestly trust God, you will not be steered wrong.
I hope this helps. Reading up on people like Padre Pio is a really good way to begin to understand the power of prayer and suffering in the name of Christ. Seriously, anyone with Stigmata can be trusted, IMO.
Thank you all for your help. I will continue to read, study, and pray. These things take time.