Our Father

How are we to pray? Jesus taught his disciples the Lord's Prayer (or perhaps better the Disciple's Prayer, because Jesus did not pray the Lord's Prayer himself--the petition for forgiveness would not have applied to him since he was without sin).

When we use this prayer as a pattern for our own, we begin by addressing God, 'Our Father in heaven' (Matt. 6:9). This is how Jesus constantly addressed God, and how because of Jesus we can address him too. The beloved Apostle John tells us how it is possible that we can call God our Father: "To all who did receive [Jesus], who believed in his name, he gave the right to become children of God" (John 1:12). But do we recognize the significance of being able to address God this way? John later writes in astonishment, "See (Behold!) what kind of love the Father has given to us, that we should be called children of God; and so we are!" (1 John 3:1).
J. I. Packer, in Knowing God, wrote:

You sum up the whole of the New Testament teaching in a single phrase, if you speak of it as a revelation of the Fatherhood of the holy Creator.

Sinclair Ferguson, in Children of the Living God, wrote:

You cannot open the pages of the New Testament without realizing that one of the things that makes it so "new," in every way, is that here men and women call God "Father."

Derek Thomas wrote in Praying the Saviour's Way:

To be able to call God, 'Father,' is what the message of the New Testament is principally about...The Fatherhood of God, or its corollary, our sonship or adoption, is the very heartbeat of the new covenant.

So Christ commanded us to call God "our Father." Why did he do so?
The Heidelberg Catechism answers the question this way:

At the very beginning of our prayer Christ wants to kindle in us what is basic to our prayer--the childlike awe and trust that God through Christ has become our Father. Our fathers do not refuse us the things of this life; God our Father will even less refuse to give us what we ask in faith.