i only prayed once to a saint before i became orthodox. it is not something you always have to do before you are orthodox.
after you become orthodox, it all slowly makes sense.
so don't rush it, i was an inquirer for 2 years before i asked the intercession of the saints for something personal.
i was singing along with the prayers in the liturgy in this time, but without fully understanding this aspect.
i didn't realise how protestant i was until i became orthodox, and then gradually left the prejudices (intercession of saints etc.) behind.
it is more important at this stage for you to pray to God, study the Bible and read about orthodoxy.
if one area confuses you a lot, move onto the next area. it will all make sense later, as God leads you.