The Lord's Prayer (also referred to as the "Our Father" by Catholics) was given during Christ's well-known Sermon on the Mount. Surprisingly, these words are recorded in only one of the gospels (Matthew 6:9 - 13). A similar, but not exact, version of these verses is given by the Lord at a different time (Luke 11).
The Matthew 6 version of the prayer was given after he chose twelve men to be his apostles (Luke 6:12 - 16) and was offered to a large and diverse crowd of people (Luke 6:17). The Luke version of the prayer was given by the Lord in response to a disciple wanting to be taught how to talk to God (Luke 11:1).
When did Jesus give it?
It was shortly after Pentecost was celebrated on June 1 in 27 A.D. that Jesus gave the sermon which contained the verses in question. The physical place this message was likely spoken from was Mount Eremos, which is positioned on the northwestern shore of the Sea of Galilee. Jesus picked this location, which overlooks the plain of Gennesaret, because it allowed a large group of people to hear what he had to teach.
The Lord's prayer he gave is unique in that it delineates, directly from one member of the Godhead (the Son), how the other member of the Godhead (the Father) should be approached. It is also noteworthy because it was spoken in the middle of a message that, for the first time, more fully revealed the New Covenant (its requirements, blessings, etc.) offered to all humans.
Explaining the prayer
The Lord's Prayer begins with "Our Father Who is in heaven, hallowed be Your name" (Matthew 6:9, HBFV throughout). This introduction reveals that our communications with the Eternal should begin with the recognition that he not only made us but that our relationship to him is that of family.
Something that is hallowed means it is holy and pure. Our desire ought to be that everyone revere and worship the Father because he justly deserves such a response. It should also be noted that the Lord's opening statement (Matthew 6:9) confirms that the third commandment (Exodus 20:7) was, and still is, in force for Christians.
Verse 10 of Matthew 6 states, "Your kingdom come; Your will be done on earth, as it is in heaven." Believers should earnestly desire the righteous reign of God's kingdom upon the earth, which will be fully manifest when the Lord returns in the end time.
We are also to pray that God's perfect will, which always seeks the best outcome for everyone, is willingly carried out by humans as it is with righteous angels.
Matthew 6:11 says, "Give us this day our daily bread." This is the first request in this model prayer for something we need. When we talk to our Father, we ought to acknowledge that He makes possible every moment of our life. We always should be mindful that we are fully dependent on him.
Verse 12 of the Lord's petition tells us, "And forgive us our debts, as we also forgive our debtors." This is a variation of the "Golden Rule" teaching that states we should treat others as we would like to be treated (Matthew 7:12). In this case, we are asking God to forgive us as much as we forgive others, a principle reiterated by the Lord in Matthew 18.
Since we need all, not just some, of our sins forgiven in order to be saved, Matthew 7:12 reminds us that we are to strive to possess the same merciful character as our Maker.
The last verse
The last verse of the Lord's outline of talking to God states, "And lead us not into temptation, but rescue us from the evil one. For Yours is the kingdom and the power and the glory forever." God is not tempted by or tempts anyone with sin. This verse encourages us to ask our heavenly Father to not allow the devil to entice us into disobedience but rather save us from his clever deceptions and destructive powers.
The last part of Matthew 6:13 is the only repetition found in Jesus' model petition. While verse 10 recognizes the need for God's righteous rule on the earth, verse 13 acknowledges that He is the sole power source of his Kingdom and the owner of all things.
Jesus gave what is commonly referred to as the Lord's Prayer, with its rich meaning, as an outline regarding how we should communicate with our heavenly Father. It was never meant to be repeated mindlessly or used like an incantation to try and "force" God to give us what we want. Jesus himself warns us in Matthew 6:7 that it is useless to repeat ourselves thinking it will help our petitions.