Why did Jesus tell us to pray to "Our Father in heaven" instead of telling us to pray to Jehovah?

What is the significance of Jesus saying we can address God as "Our Father"? And if our heavenly Father is called Jehovah, why didn't Jesus say "Jehovah in heaven"?

Matthew 6:9
Update: Just to say I have not given anybody a thumbs' down. All respectful, Bible-based answers are welcome and appreciated.
Update 2: It wasn't a Protestant denomination who first came up with the name 'Jehovah'. It was a Dominican monk, Raymundus Martini who had been commissioned by the Pope to translate the Bible. The first recorded use of the name 'Jehovah' occurred in 1270 A.D. in his book 'Pugeo Fidei'. The name... show more It wasn't a Protestant denomination who first came up with the name 'Jehovah'. It was a Dominican monk, Raymundus Martini who had been commissioned by the Pope to translate the Bible. The first recorded use of the name 'Jehovah' occurred in 1270 A.D. in his book 'Pugeo Fidei'. The name 'Jehovah' was unknown to all the ancients, whether Jews or Christians.
Update 3: The name 'Jehovah' does appear in the King James Authorised Version of the Bible - but it doesn't appear in the ancient Hebrew or Greek manuscripts. The Divine Name was rendered as YHWH, I believe.
Update 4: Brief history lesson on the background to the Protestant Reformation and the 1611 King James authorised version of the Bible: The Reformation started on 31 October 1517 when Martin Luther published his 95 thesis against the traffic in indulgencies. King Henry 8th broke from Rome in 1536 and introduced the Church... show more Brief history lesson on the background to the Protestant Reformation and the 1611 King James authorised version of the Bible:

The Reformation started on 31 October 1517 when Martin Luther published his 95 thesis against the traffic in indulgencies. King Henry 8th broke from Rome in 1536 and introduced the Church of England. Scotland, under Queen Mary, was still Catholic. Elizabeth 1st succeeded King Henry 8th. Meantime, James 6th became King of Scotland in 1567 and the Scottish Parliament (in Edinburgh) enacted Protestantism as an Act of Law in the summer of 1560. Then, in 1603, King James 6th of Scotland simultaneously became King of England in 1603 after Elizabeth 1st died. Both Scotland and England were now Protestant.

When the King James Authorised Version of the Bible was published in 1611 it had embraced the Roman Catholic anglicisation of the Divine Name, Jehovah. But don't forget, the name originated with a Dominican monk in 1270.
Update 5: Check out the answers from Faith Hope and Love, Worker 4 I AM, St Thecia, Bruce and Mommy of 2: Jesus NEVER spoke the Divine Name - he was a Jew and no Jew would ever utter the Divine Name. The Divine Name (YHWH) was substitued with Adonai (Lord). Any Jew who uttered the Divine Name would be stoned to... show more Check out the answers from Faith Hope and Love, Worker 4 I AM, St Thecia, Bruce and Mommy of 2: Jesus NEVER spoke the Divine Name - he was a Jew and no Jew would ever utter the Divine Name. The Divine Name (YHWH) was substitued with Adonai (Lord). Any Jew who uttered the Divine Name would be stoned to death.

Anyway, how could Jesus (who knew ALL the names of his Heavenly Father) use the name Jehovah prior to 1270 A.D? Nobody had come up with that name when Jesus was on earth!
Update 6: Read the answer from I TRY - Jesus said "Father" 72 times, and never once did he utter the name "Jehovah". Check out Dan the Man's answer about how the New World Translation elected to translate 'Kurios' as Jehovah and Lord for Jesus. Yet the NWT Greek Scriptures is based on the... show more Read the answer from I TRY - Jesus said "Father" 72 times, and never once did he utter the name "Jehovah". Check out Dan the Man's answer about how the New World Translation elected to translate 'Kurios' as Jehovah and Lord for Jesus. Yet the NWT Greek Scriptures is based on the scholarly work of CATHOLICS Westcott and Hort, even though the Divine Name (YHWH) never appears in the Greek scriptures.

How come they embrace a Roman Catholic anglicisation of the Tetragram (YHWH) while denouncing Catholicism as part of false religion?
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