Ironically, when Jesus taught His disciples how to pray, He was speaking to them as Jews. And the Bible they read, the Old Testament, clearly taught that the Israelites were considered God's children. David is recorded as declaring it in 1 Chronicles 29:10: "Wherefore David blessed the LORD before all the congregation: and David said, Blessed be Thou, LORD God of Israel our Father, for ever and ever." Isaiah seems to be agreeing when he wrote, "For He said, Surely they are My people, children that will not lie: so He was their Saviour" (Isa. 63:8).
So does that mean Christians are not God's children? Most definitely not! God is recognized as the Father of born again believers repeatedly throughout the New Testament (Rom. 1:7; 1 Cor. 1:3; 2 Cor. 1:2; Gal. 1:4; Eph. 1:2; Phil. 1:2; Col. 1:2; 1 Thes. 1:1; 2 Thes. 1:1; 1 Tim. 1:2; Phile. 1:3; etc.)! In fact, my favorite Bible verse, the one which gives me hope, says, "Beloved, now are we the sons of God, and it doth not yet appear what we shall be: but we know that, when He shall appear, we shall be like Him; for we shall see Him as He is" (1 Jn. 3:2).
Jesus opened the door for both Jews and Gentiles to become God's children. John wrote, "He (Jesus) came unto His own (Israel), and His own received Him not. But as many as received Him, to them gave He power to become the sons of God, even to them that believe on His name: which were born, not of blood, nor of the will of the flesh, nor of the will of man, but of God" (Jn. 1:11-13)! Just as when God chose Abraham to be the father of the Jews, and they would be considered His children, the same is true for those of us who are Gentiles: God has chosen us through adoption (Rom. 8:15, 23; 9:4; Gal. 4:5; Eph.1:5), and has made us one family: His (Eph. 2:11-19)!
God is the Father of all who accept Jesus as their Lord before they die!