Our Father

We pray our Father even when we are alone because the truth is that we can never approach the Holy God under our own strength. Our sonship is not of our own making but it derived from the sonship of Jesus Christ. Only as we are in Christ can we come to the Father. When Christ died the veil which separated the Holy of Holies from the rest of the temple was torn in two giving us admission to the throne room of God but we can only come hand in hand with Jesus Christ.
Hebrews 4 14Since then we have a great high priest who has passed through the heavens, Jesus, the Son of God, let us hold fast our confession. 15For we do not have a high priest who is unable to sympathize with our weaknesses, but one who in every respect has been tempted as we are, yet without sin. 16Let us then with confidence draw near to the throne of grace, that we may receive mercy and find grace to help in time of need.ESV .
 See Spurgeon'sermon The throne of grace
We enter into the heavenlies into the Father's presence only because we are co-crucified and co-raised with Christ
Eph 2  But God, being rich in mercy, because of the great love with which he loved us,even when we were dead in our trespasses, made us alive together with Christ—by grace you have been saved—and raised us up with him and seated us with him in the heavenly places in Christ Jesus, ESV. 
More than this we have another helper who shapes our prayers  with us before the Father . The Holy Spirit of God 
Rom 8  26Likewise the Spirit helps us in our weakness. For we do not know what to pray for as we ought, but the Spirit himself intercedes for us with groanings too deep for words. 27And he who searches hearts knows what is the mind of the Spirit, because the Spirit intercedes for the saints according to the will of God. ESV
Suddenly we realize  that we have been taken up into the very dance of the Godhead entering into the eternal song of joy, praise and worship in which every member of the Holy Trinity is offering to each other which is the centre of the love and fellowship of that most Holy Trinity