The first word of the prayer that Jesus taught us is “Our Father who art in Heaven…” James Montgomery Boice wrote, “If we are to understand the full importance of these words, we must realize clearly that no Old Testament Jew 
ever addressed God directly as ‘my Father’ and that, as a result, the invocation of the Lord’s Prayer would have been something new and startlingly original to Christ’s contemporaries.” Further along in his commentary, Boice adds, “Actually, in the time of Jesus the distance between men and God seemed to be widening, and the names of God were increasingly withheld from public speech and prayers.” Jesus broke the momentum of a religious system that focused on man’s effort and returned us to a focus on a personal relationship with God; a relationship in which we can approach God as our father. The word for father might be “daddy” also.
Whenever Jesus prayed he assumed the family relationship with God as His father. He assumed a relationship with God that was foreign and alien to all of his contemporaries as well as those who are recorded as having a connection with God in the Old Testament. He brought something new to you and me! The contemporary religious leaders, the priests and the scribes, thought that His approach to God was highly irreverent and even blasphemous. But just as he came to God as His heavenly Father, He taught us also to come to God as our heavenly father. This is clearly seen in his post resurrection appearance to Mary. He boldly instructs her; “Go to my brothers and tell them, ‘I am returning to my Father and your Father, to my God and your God’ ” (John 20:17). Today it is as God’s children that believers in the Lord Jesus Christ come to him.
Jesus instructs us to go directly to God as our heavenly father. In earlier teachings, Jesus also made it clear what we would find when we approached Him thusly. We will always receive a warm heart, a listening ear, and a compassionate response. In Matthew 7:7-12, Jesus tells us, “Ask, and it will be given to you; seek, and you will find; knock, and it will be opened to you. For everyone who asks receives, and the one who seeks finds, and to the one who knocks it will be opened. Or which one of you, if his son asks him for bread, will give him a stone? Or if he asks for a fish, will give him a serpent? If you then, who are evil, know how to give good gifts to your children, how much more will your Father who is in heaven give good things to those who ask him!”