How dare you call God Father?
By faith in Jesus Christ and by the grace of regeneration.
And to those who received Him, to those who believed in His name, He gave power to become children of God, who were born neither of blood, nor of the will of the flesh, nor of the will of man, but of God (John 1:12-13).
Should one always say: Our Father, even though whoever prays alone?
Definitely.
Why is this so?
According to Christian brotherly love, one must call on God and ask Him for good not only for oneself, but for everyone.
Why should the invocation say: Who art thou in Heaven?
In order to leave everything earthly and corruptible when entering prayer and lift the mind and heart to the heavenly, eternal and Divine.