In order to find out who your lender/servicer is (and who to make your student loan payments to) start at NSLDS. You can create an account or login using your FSA ID. From there you will see a list of any federal grants and loans you have received. If you click on the number next to the loan it will open a new window with detailed information about your loan such as which school you were attending, when the loan was taken out, and the name of your lender or servicer.
After clicking on the number at the bottom of the page you will see contact information for your lender, here's an example:
Below you will find the names of and links to several common student loan servicers: