Praying to Jesus is absolutely not Idol worshipping as the question States . As we all know God is holy trinity . The Father , The Son and the Holy Spirit . Reference
Genesis 1:26 And God said, Let us make man in our image, after our likeness: and let them have dominion over the fish of the sea, and over the fowl of the air, and over the cattle, and over all the earth, and over every creeping thing that creepeth upon the earth.

Genesis 3:22

And the LORD God said, Behold, the man is become as one of us, to know good and evil: and now, lest he put forth his hand, and take also of the tree of life, and eat, and live for ever:

Genesis 11:7

Go to, let us go down, and there confound their language, that they may not understand one another's speech.

Isaiah 6:8

Also I heard the voice of the Lord, saying, Whom shall I send, and who will go for us? Then said I, Here am I; send me.

Matthew 3:16-17 And Jesus, when he was baptized, went up straightway out of the water: and, lo, the heavens were opened unto him, and he saw the Spirit of God descending like a dove, and lighting upon him And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased.

Matthew 28:19

Go ye therefore, and teach all nations, baptizing them in the name of the Father, and of the Son, and of the Holy Spirit .

Isaiah 48:16 Draw near to me, hear this: from the beginning I have not spoken in secret, from the time it came to be I have been there." And now the Lord GOD has sent me, and his Spirit.

Isaiah 48:12 "Listen to me, O Jacob, and Israel, whom I called! I am he; I am the first, and I am the last.

Revelation 22:12-13

And, behold, I come quickly; and my reward is with me, to give every man according as his work shall be. I am Alpha and Omega, the beginning and the end, the first and the last.

John 10:30 I and my Father are one.

There are even more verses to prove that Jesus is son of God and He is God .

For Protestants across the board, the answer to this question is dead simple:

No, it could not be dangerous in any way.

The notion that it could be is profoundly mis-guided and is not based on the core tenets of the Protestant faith to begin with.

The most basic issue is that in Protestantism there is no consideration of Jesus not being God. If you haven't settled that question you aren't Protestant in any general sense of the word.

There are no places I know of that Jesus explicitly claims to be God.

This is quite simply not true and certainly not representative of Protestant belief. Jesus made it very clear to his audience in many ways (some direct, some indirect) that he claimed to be God incarnate. The issue of his trial is complex in that the Jews were upset with his blasphemy (for claiming to be God) but that wasn't an offence to the Roman court he was changed with, so the whole thing was a racket. A lack of fair trial and proper procedings in no way casts doubt on the fact that he claimed to be God. His audience, Pharisee and layman alike, understood he made this claim and we have witnesses who recorded him making the claim in so many words.

On the contrary, not involving Him in our prayers could be dangerous.

In the matter of prayer, Protestants beleive we have specific instructions to involve Jesus in our prayers:

John 15:16 (ESV)
¹⁶  You did not choose me, but I chose you and appointed you that you should go and bear fruit and that your fruit should abide, so that whatever you ask the Father in my name, he may give it to you.

This raises another significantly flawed premise of your question:

Protestants don't really pray TO Jesus.

The disciction is not terribly important to us because at the end of the day the three 'persons' are one being and we pray to the One True God no matter which of the three names is involved, but the general pattern for prayer inside Protestantism is to pray:

• to the Father
• in the name of the Son
• by means of the Spirit

Our prayer petition God the father in the name of Jesus — not at all the same thing as praying to Jesus.

This distinction is not relevant to your concern about idolatry because while we might not pray to him, we do worship him as God. That would be preposterous if he was just a man, but it wouldn't be Protestant (or even, in the common sense of the word, Christian for that matter) to not worship Jesus.

Protestants believe Scripture gives us a clear mandate for worshiping Jesus as God:

Revelation 5:11-13 (ESV)
¹¹  Then I looked, and I heard around the throne and the living creatures and the elders the voice of many angels, numbering myriads of myriads and thousands of thousands, ¹²  saying with a loud voice,
   “Worthy is the Lamb who was slain,
   to receive power and wealth and wisdom and might
   and honor and glory and blessing!”
¹³  And I heard every creature in heaven and on earth and under the earth and in the sea, and all that is in them, saying,
   “To him who sits on the throne and to the Lamb
   be blessing and honor and glory and might forever and ever!”

Worshiping Jesus, the lamb who was slain is not idol worship.

Philippians 2:5-11 (ESV)
⁵  Have this mind among yourselves, which is yours in Christ Jesus, ⁶  who, though he was in the form of God, did not count equality with God a thing to be grasped, ⁷  but emptied himself, by taking the form of a servant, being born in the likeness of men. ⁸  And being found in human form, he humbled himself by becoming obedient to the point of death, even death on a cross. ⁹  Therefore God has highly exalted him and bestowed on him the name that is above every name, ¹⁰  so that at the name of Jesus every knee should bow, in heaven and on earth and under the earth, ¹¹  and every tongue confess that Jesus Christ is Lord, to the glory of God the Father.