In this manner, therefore, pray: Our Father in heaven, Hallowed be Your name.
Matthew 6:9

The opening phrase reminds us of three important points about prayer:

First, we pray to God and God only!

Matthew 4:10 Then Jesus said to him, "Away with you, Satan! For it is written, 'YOU SHALL WORSHIP THE LORD YOUR GOD, AND HIM ONLY YOU SHALL SERVE.' "

We must never, ever, ever pray to saints, angels, deceased loved ones, or anyone, or anything else. Period.

We pray to the Triune God: Father, Son, and Holy Spirit; but here Jesus instructs us, under that normal circumstances, to address our prayers to the Father. There may be special circumstances in which we address the Son or the Holy Spirit. Examples of this include the fact that we would not thank the Father or the Holy Spirit for dying and rising from the dead for us, because Jesus did that. Likewise, we would not thank the Father or the Son for indwelling us, because the Holy Spirit does that. But unless we are addressing a prayer specifically to the Son or the Spirit, we are to address our prayers to our Heavenly Father. This is based on orthodox trinitarian theology.

Finally, a word about addressing our Heavenly Father as Abba. The Aramaic word Abba means “Father.” It expresses affection, confidence, and trust. Abba highlights the close, intimate relationship of a father and his child. However, care should be taken when using this term so as not to diminish the necessary reverence due God when praying—especially when praying publicly. Using the word Abba as an adjective connected to the word Father is a way to speak of both God’s deity and of our childlike faith in Him. The English word, daddy, when addressing our Heavenly Father seems to me to draw dangerously close to inappropriate.

Let us keep the two following verse is mind:

1 Timothy 6:16 tells us that God “alone has immortality, dwelling in unapproachable light, whom no man has seen or can see, to whom be honor and everlasting power. Amen.”

Hebrews 4:16 says, “Let us then approach God’s throne of grace with confidence, so that we may receive mercy and find grace to help us in our time of need.”

Let us draw near, never forgetting that the throne to which we approach is the throne of the thrice Holy God Almighty!