This site is a good place! You need to know how to ask though. A lot of your questions are very broad and have been closed for that reason. You ask way too many things at once. Breaking them down into smaller questions would allow them to be answered on this site. Another idea would be reading books about the things you wonder about.
Also, when someone comments on why a question of yours is off-topic, pay attention to their reasons! Below I'll comment on how some of your questions could be improved. Some that I've left out already have good comments on them that explain exactly why they were closed. But if you're ever confused about what's wrong with a question of yours, ask a question here on meta and we'll try to help you get it improved and (ultimately) reopened and answered.
This is multiple questions in one, as many commenters told you.
In a comment, you summarized your question like this:
I am worried that praying to Jesus is risking idol worship. And if Jesus himself taught to pray to God our Father in heaven, what is the advantage for Christians to pray to Jesus? Why don't they just always pray to God directly, and ask for things in Jesus' name?
I think the first sentence translates to this (Joe's paraphrase of your question):
1) Do Protestants have any doubts that Jesus is God? 2) If so, is it idolatry to pray to him?
"Do Protestants have any doubts?" Well, that would be for various Protestants to answer individually. As you know, "Jesus is God" is an article of faith. Do some doubt? Certainly. Asking on an academic Q&A site isn't going to get you very far though. If you ask on a Christian forum (like http://ChristianForums.com/) you may get some good discussion; that's what it is though, a request for discussion, not for answers. Keep that distinction in mind: if you want discussion, go to a forum (or our chatroom). If you want an answer, go here. If you don't yet know enough about the subject matter to know which you want, find a book and read it. For book recommendations, ask on a forum or in our chatroom.
But back to the idolatry question. I think these questions are closely related enough to be in the same question together:
And if Jesus himself taught to pray to God our Father in heaven, what is the advantage for Christians to pray to Jesus? Why don't they just always pray to God directly, and ask for things in Jesus' name?
And you did ask that elsewhere, and that question remains open: What's the Biblical basis for calling God by the name of Jesus in prayers? But I think it has problems of its own.
My question is -- why do many Christians prefer to pray to the person of the Godhead who is Jesus? I do not find such a teaching in the Bible, and I wonder what purpose it accomplishes.
Good question! But then you tack on a few more questions. If you get rid of them I may throw in an answer of my own.
Is this what Jesus meant when he said to ask "in his name"? It seems to me that the "in his name" might mean as if you are asking for something in someone else's name, or it could be some ancient expression from those times to mean to pray to the name "Jesus" in the Godhead.
If that is where the practice comes from, the answers will say that whether you ask specifically about it or not. As it is, asking about this just confuses the question (in my opinion). A better approach would be asking on BH.SE about what "in his name" means. [Edit]: Actually, it's been asked on our site already, here; but two points remain: 1) it could be asked on BH still, and 2) it's a separate question from the one you asked.
In any case, the real name was "Yeshua" wasn't it?
This part has already been answered well here.
Lastly, is there anything that a person loses by always praying to God the Father?
I'm not sure this part actually belongs in the question either. I think this is another question that calls more for discussion than for answers. So I'd remove this part and ask it on a forum.
This question is asking about assurance of salvation. Since Calvinism is the most consistent framework to espouse "once saved always saved" you may be interested in reading a question and answer from that perspective.
In my opinion (and I think this agrees with site policy too) "How does doctrine X make sense in light of verse Y?" questions are best when focusing on one verse at a time. So, if after reading the overview of the Calvinist doctrine of assurance you still have questions about how the particular verses you quoted are dealt with, ask new questions about how Calvinists address those verses, one at a time.
This is another case where you need to specify a tradition. Different traditions will have different viewpoints on this.
As a quick diversion, on several of your questions you say in the comments that you don't understand why questions need to specify a denomination. Well, let me give you three links that address that very issue: Christianity.SE vs. Survivor Would it be constructive to allow questions have multiple acceptable answers based on denomination? Should we encourage the answerer to post their denominational viewpoint vs. closing truth questions?
There are lots of different perspectives on how the Old Testament law applies to the Christian of today. In Protestantism, there's Covenant Theology, New Covenant Theology, and Dispensationalism. Presbyterians align with Covenant Theology, Pentecostals typically follow Dispensationalism, Baptists often follow Dispensationalism but sometimes Covenant or New Covenant Theology, and Lutherans have their own view similar to Covenant Theology. I don't know where Methodists tend to fall. Catholics and Orthodox have their own versions of the doctrine, and I'm not sure what they're closest to in the list I just gave. So for this question, you need to pick one and ask about that.
But secondly and just as importantly, this is actually four separate questions:
What are some of the official explanations for why it's OK for Jews not to follow the law today? For example eat bread on passover, or
work on Yom Kippur? How are the above verses addressed?
How did Christians officially address these words of Jesus throughout history, when they taught that Jews shouldn't follow some
or all of the Law of Moses (for example the ceremonial laws)? What do
they think it means to be called least in the kingdom of Heaven?
Jesus told a man how to get eternal life. If Christians do not consider following the commandments essential to salvation, why did
Jesus say what he said?
Why would they ask Paul to dispel these rumors and in fact affirm that Paul himself is living in obedience to the law?
Remember what I said above about asking questions about one verse at a time? That's what I'd do here. First read up on (or ask about) an overview of covenant or dispensational theology or whatever, then when you understand the basics if you're still confused about how the doctrine jives with certain verses, ask about those verses one at a time.
Though I answered this question, I won't be surprised if it too gets closed as too broad. A similar question was asked by someone else later. It is more focused, has a higher score, has fewer answers, and its answers are voted higher than your question. I only mention these comparisons because I think that's what happens when you ask a more tightly focused question.
As a rule of thumb, a good answer will typically be longer than a good question. If a question takes an essay to ask, it can easily take a book to answer well. And while books may sell well, they're not as widely read as short essays and blog posts and the like. So if you have a question, break it down into bite-sized pieces. Then more people will be willing to read them, some of those people will answer, and more people will read the answers. Thus, you are more likely to be helped, and future site visitors are as well.
That's all I have time for now. Again, if you have questions about other questions of yours, ask new questions here on meta. And if you have questions about what I said in this answer, comment below and I'll be glad to help.