“The simple, possessive pronoun, ‘your’ on Sinai, and now the simple possessive pronoun ‘our’ on the New Testament mountain, join the people of God to God. God was not introduced to Israel, coldly and formally as ‘Yahweh, the God,’ but warmly as ‘Yahweh, your God.’ And now in the same spirit, God is given to us not only as the Father, but as ‘Our Father.’ The ‘our’ means we belong and are at home. It is a possessive pronoun, meaning that God the Father owns us yet gives himself to us so that he is ours and we are his. In the simple word ‘our’ is the joy of the whole gospel. We will never be able to calculate the honor that has been done us by being allowed to say, ‘Our Father.’’’
—F.D. Bruner, Matthew, A Commentary