Celsus, who wrote against Christianity in the late second century, criticizes Christians for their neglect of angels and other beings lower than God (Origen, Against Celsus, 8:63). Origen mentions prayer in his response to Celsus (8:64), so he seems to think that Celsus was referring at least partially to prayer. Elsewhere, he specifically mentions that Celsus included prayer in his criticism (8:25). Origen comments that though lesser beings like angels pray with us, we're only to "pray to", or "invoke", God (8:64). (For confirmation that the "demons" Celsus wanted Christians to pray to included good angels, see Origen's comments to that effect in 5:5. Celsus didn't define the term "demons" as we commonly do today.) Origen repeatedly says that Christians pray only to God. We pray "even" to Jesus (5:4), but not to created beings (5:12). It's sufficient to imitate the angels' devotion to God without invoking them (5:5). We should pray only to God, so that all answers to prayer come from Him (5:11). For the Christian, "every prayer" is offered to God (7:51).
And it can't be argued that Origen was merely using terms like "pray" and "prayer" in an unusual way, so that Roman Catholic and Eastern Orthodox prayers to the dead and to angels wouldn't be included. Origen uses a variety of terms to make these points I've just mentioned, not merely terms like "pray" and "prayer". And the comments of Celsus that he's responding to don't suggest that some unusual definition of prayer would be in mind.
Neither Celsus in the second century nor Origen in the third seems to think that mainstream Christianity prayed to the dead or to angels. Celsus criticizes Christians for their neglect of such practices, and Origen defends that Christian neglect. "Away with Celsus' advice when he says that 'we ought to pray to demons'. We ought not to pay the slightest attention to it. We ought to pray to the supreme God alone, and to pray besides to the only-begotten Logos of God" (8:26).
Also see Viisaus' comments in the thread here concerning other relevant material from Celsus and other early enemies of Christianity.