The first rule of all prayer is that it must be presented to God in the name of Christ, for prayer offered in any other name cannot be pleasing to Him.
In calling God our Father we are certainly putting forward Christ’s name.
No man in the world is worthy of introducing himself to God and appearing in His sight. To save us from the shame which should rightly have been ours, this good heavenly Father has given us His Son Jesus as mediator and intercessor. Led by Jesus, we can boldly approach Him, being completely certain that nothing we ask in the name of this Intercessor will be denied us, for the Father cannot refuse Him anything.
God’s throne is not only a throne of majesty, but a throne of grace. Through Jesus’ name we have boldness to appear before that throne, in order both to obtain mercy and to find grace when we need it.
In fact, just as we have the commandment to call on God and the promise that all who do so will be answered, so we also have a definite commandment to call on Him in Christ’s name and are promised that we will obtain all that we ask in His name (John 14:13; 16:23).
Whatever you ask in My name, that will I do, so that the Father may be glorified in the Son. (John 14:13)
In that day you will not question Me about anything. Truly, truly, I say to you, if you ask the Father for anything in My name, He will give it to you. (John 16:23)
It is added that God, our Father, is in heaven. This is to draw attention to His inexpressible majesty (which our spirit, because of its ignorance, cannot otherwise grasp), for our eyes know no reality more beautiful and full of grander than the sky.
This expression in heaven conveys that God is exalted, powerful and beyond comprehension. Now when we hear that, it means, every time God’s name is mentioned, that we must lift our thoughts on high, so as not to imagine anything carnal or earthly concerning Him, not to measure Him by our understanding, and not to make His will fit in with our desires.
John Calvin, Truth For All Time, pp. 54, 55