Our Father. See Exo_4:22. Deu_32:6, &c. The idolater could say to his idol "Thou art my father", so Israel was bound to do So (Isa_63:16; Isa_64:8). The Talmud so teaches.
Which = Who.
heaven = heavens. See note on Mat_6:10.
Hallowed = Sanctified.
Thy. Note that the first three petitions are with respect to God, while the next four concern those who pray. God is to be put first in all prayer.