Why has Christ commanded us to address God thus: "Our Father"?

Heidelberg Catechism (extended)

The Catechism
Method of Instruction in the Christian Religion
As the Same is Taught in the Reformed Churches and Schools

(with the Scripture references written out)

Note. This Catechism is fully based on the Scriptures. The references to Scripture are indicated in parentheses with a letter. For example, the letter (a) points to the texts (a) placed after the answer.

Of Prayer

46. Lord's Day 

Q. 120. Why has Christ commanded us to address God thus: "Our Father"? 

A. That immediately, in the very beginning of our prayer, he might excite in us a childlike reverence for, and confidence in God, which are the foundation of our prayer: namely, that God is become our Father in Christ, and will much less deny us what we ask of him in true faith, than our parents will refuse us earthly things. (a) 

(a) Matt.7:9 Or what man is there of you, whom if his son ask bread, will he give him a stone? Matt.7:10 Or if he ask a fish, will he give him a serpent? Matt.7:11 If ye then, being evil, know how to give good gifts unto your children, how much more shall your Father which is in heaven give good things to them that ask him? Luke 11:11 If a son shall ask bread of any of you that is a father, will he give him a stone? or if he ask a fish, will he for a fish give him a serpent? Luke 11:12 Or if he shall ask an egg, will he offer him a scorpion? Luke 11:13 If ye then, being evil, know how to give good gifts unto your children: how much more shall your heavenly Father give the Holy Spirit to them that ask him? 

Q. 121. Why is it here added, "Which art in heaven"? 

A. Lest we should form any earthly conceptions of God's heavenly majesty, (a) and that we may expect from his almighty power all things necessary for soul and body. (b) 

(a) Jer.23:23 Am I a God at hand, saith the LORD, and not a God afar off? Jer.23:24 Can any hide himself in secret places that I shall not see him? saith the LORD. Do not I fill heaven and earth? saith the LORD. Acts 17:24 God that made the world and all things therein, seeing that he is Lord of heaven and earth, dwelleth not in temples made with hands; Acts 17:25 Neither is worshipped with men's hands, as though he needed any thing, seeing he giveth to all life, and breath, and all things; Acts 17:27 That they should seek the Lord, if haply they might feel after him, and find him, though he be not far from every one of us: 

(b) Rom.10:12 For there is no difference between the Jew and the Greek: for the same Lord over all is rich unto all that call upon him.

Source: http://www.ccel.org/creeds/heidelberg-cat-ext.txt