As I mentioned in a couple of recent posts, we cannot be 100% sure which of Jesus’ various references to
God specifically as Father to those who
believe in him came first chronologically. This is because not all the
gospel writers present the events of the Lord’s life in the order they
occurred. Some writers, as Luke often does, group them thematically.
In Mark, the first “your Father” doesn’t appear until chapter 11, in the context of forgiveness. In Luke it is chapter 6, and the statement, “your Father also is merciful.” In John, the expression
“your Father” does not appear until after his
resurrection*, when he says it to Mary Magdalene. Prior to that point, the Lord speaks exclusively of “my Father” or “the Father”.
If I had to guess, I’d go with Matthew.