Something or someone - or a combination of both or neither - that is infinitely more understanding, compassionate, loving and wise than my own self-image self or ego is, that is what I pray to. I have experience in having had my calls for help answered and I know beyond doubt that I have access to spiritual guidance. I refer to this guidance - and, yes, friendship - in many different ways, including my Higher Self.
This guidance is not aligned to any particular religion. It/He/She?They care for all. However, I suspect that closed minds and scepticism makes it far more difficult to receive such help than if one admits that one does not know how to handle, say, a really difficult situation and asks then keeps an open mind...not always demanding an immediate answer.
To my way of thinking, it is impossible to seek self-knowledge and self-understanding without, eventually, realizing that we have this guidance...and always have had.