When we say "our" Father, we recognize first that all his promises of love announced by the prophets are fulfilled in the new and eternal covenant in his Christ: we have become "his" people and he is henceforth "our" God. This new relationship is the purely gratuitous gift of belonging to each other: we are to respond to "grace and truth" given us in Jesus Christ with love and faithfulness.
Source: Catechism of the Catholic Church (Vatican.va)