It is true that Jesus often referred to the Father as, "My Father", Matt 11:27, 12:50, 18:35, 20:23, 26:53, Luke 10:22, 15:58, John 5:17, 8:19, 54, 10:17, 18, 29, 14:21, 23, 15:18, etc.
The start of the Lord's prayer with "Our Father", was intended to teach the disciples how to pray and address God. This was obviously adopted by the NT writers who used it regularly, Gal 1:4, 1 Thess 3:11, 2 Thess 2:16, Titus 1:4, Col 1:3, Phil 1:2, 4:20, etc.
This idea of God as "The Father" of Israel was an idiom taken from the OT:
- Ps 89:26 - He will call to Me, ‘You are my Father, my God, the Rock of my salvation.’
- Ps 63:16 - Yet You are our Father, though Abraham does not know us and Israel does not acknowledge us. You, O LORD, are our Father; our Redeemer from Everlasting is Your name.
- Mal 1:6 - “A son honors his father, and a servant his master. But if I am a father, where is My honor? And if I am a master, where is your fear of Me?” says the LORD of Hosts to you priests who despise My name.
- Deut 32:15, 18 - But Jeshurun [= Israel] grew fat and kicked— becoming fat, bloated, and gorged. He abandoned the God who made him and scorned the Rock of his salvation. ... You ignored the Rock who brought you forth; you forgot the God who gave you birth.
This is consistent with the OT declaration that Israel was the adopted "Son(s) of God" -
- Deut 14:1 - You are sons of the LORD your God; do not cut yourselves or shave your foreheads on behalf of the dead,
- Deut 32:6 - Is this how you repay the LORD, O foolish and senseless people? Is He not your Father and Creator? Has He not made you and established you?
- Jer 31:9 - They will come with weeping, and by their supplication I will lead them; I will make them walk beside streams of waters, on a level path where they will not stumble. For I am Israel’s Father, and Ephraim is My firstborn.”
Paul uses the same language in the NT, Rom 8:15, 23, 9:4, Gal 4:5, Eph 1:5. This is consistent with the NT doctrine of Adoption and Christ being our brother, Heb 2:11-13, Matt 12:48, 49, John 20:17, Rom 8:29; see also Ps 22:22, Isa 8:17, 18.
Therefore, when Jesus taught His disciples to address God as "Our Father", he was alluding to the OT idiom, His personal identification with the sinners He came to save and God's willingness to adopt us as His children by redeeming us.