Wa `alaykum As-Salamu wa Rahmatullahi wa Barakatuh

Listening to devotional songs and hymns which do not contain shirk or association of partners with God in divinity is okay. There is nothing objectionable about it.

However, prayers to Jesus, and those containing dogmas of Trinity, crucifixion,  and other dogmas alien to Islam ought to be avoided.

We believe that such are innovations introduced by the later Christians; as such, the great Prophet Jesus, peace be upon him, is wholly innocent of them.

We ought to know that the Quran came to affirm the pristine religion preached by the previous prophets and messengers that were changed or tampered with by their later followers.

Almighty Allah knows best.