When we pray to Mary and the Saints for help, we are not asking them to directly solve our problems. Rather, we are asking them to pray for us and with us. Take, for example, the second half of the Hail Mary: “Holy Mary, Mother of God, pray for us sinners, now and at the hour of our death.” Some prayers sound like we’re asking Mary and the Saints to directly solve our problems, but that is a language issue, not a theological one. In other words, as prayers were originally composed and written in one language and then translated into other languages, because of our differences in how we word things and understand some words, the meaning of the prayer can be twisted if we take the literal translation. And in some cases, because contemporary English can be crazy sometimes, even if the prayer wasn’t translated from another language, its meaning can still seem a little wonky.
Although we are not explicitly told to ask for prayers from Mary and the Saints in the Bible, we are often told to pray for one another. St. Paul asks us to pray for him and for others (1 Timothy 2:1-2, for example). We as Catholics also believe that we are one body (Romans 12:5), the mystical body of Christ, and that death does not end that (Romans 8:38-39). Even the Saints whose earthly lives have ended are still a part of the body of Christ, and therefore pray for us while they’re in Heaven. We ask for their intercession because, as James 5:16 says, the prayer of a righteous person is very powerful. And who is more righteous than those who are in Heaven? According to Revelation 21:27, nothing unclean will enter Heaven. Therefore, those who inhabit Heaven are righteous, even more so than us who are on Earth. That makes their prayers powerful and effective, even more so than our own! Revelation 5:8 and other passages in the same book show us how those in Heaven pray for us and are aware of the situations on Earth.
We Catholics do not worship Mary or the other Saints, we only worship God. We venerate (respect and honor) Mary and the Saints, but we only give God adoration. All that Mary and the Saints have is from God, so it would be foolish to worship anyone but God (aside from the fact that it would be a direct violation of the first commandment!). By admiring Mary and the Saints, who are perfected by God’s own grace, we are admiring God’s masterpieces. When we admire God’s work, all admiration we show towards His creations goes towards Him, because He is, indeed, the One who made them. I draw a lot, and whenever someone admires my artwork, I am always flattered. Mary and the Saints do not have any power in and of themselves. If they have any power at all, it is because God is sharing His power with them - not because they deserve it, but because God is gracious.
Oh, and as a side note, we do pray directly to God as well!