God has adopted all believers into His family, through faith in Jesus Christ our Lord. That's when we know God as our heavenly Father. Jesus taught us to address God as our Father in prayer. Through faith in Christ, the Holy Spirit brings us to know God as our Father. We come to God as our Father by faith in Christ, through the Holy Spirit.
In days of the New Testament, the Roman law for adoption illustrated how believers are adopted into God's family to know Him as our Father. In those days, if an older man did not have a son, he could adopt one according to the law. First, he must choose the son. Second, he must pay a price to adopt a son. Third, there must be witnesses present at the official adoption ceremony.
The illustration makes it clear how believers are adopted to know God as our Father. God chose us in Christ (Ephesians 1:4-6). He paid the price through His only begotten Son at the cross. Jesus paid it all for us to be God's adopted children. The Holy Spirit is the witness, when we are adopted as God's children by faith in our Lord Jesus Christ.
"For you did not receive the spirit of slavery to fall back into fear, but you have received the Spirit of adoption as sons, by whom we cry, 'Abba! Father!' The Spirit himself bears witness with our spirit that we are children of God" (Romans 8:15-16, ESV).