Why do we say "My Jesus" and then "Our Father"?

Why do we say "My Jesus" and then "Our Father"?

There several things to take into consideration here as to why this is so.

First of all, the Our Father was taught to us by Christ Jesus himself. It is a public prayer and is addressed in plural. Meaning that we are praying not only for ourselves but for others also. We do not say My Father, who art in heaven or Give me this day my daily bread; nor does each one ask that only his own debt should be forgiven him; nor does he request for himself alone that he may not be led into temptation but delivered from evil. Our prayer is public and common, and when we pray, we pray not for one person but for the whole people, since we, the whole people, are one.

Since the first century A.D., there have been countless discussions, works, commentaries, books, and writings of all types about that first word, “our.” For example, centuries ago St. Cyprian of Carthage wrote about Jesus choosing to teach us to say “our” Father, not “my” Father:

Before all things, the Teacher of peace and the Master of unity would not have prayer to be made singly and individually, as for one who prays to pray for himself alone. For we say not My Father, which art in heaven, nor Give me this day my daily bread; nor does each one ask that only his own debt should be forgiven him; nor does he request for himself alone that he may not be led into temptation, and delivered from evil. Our prayer is public and common; and when we pray, we pray not for one, but for the whole people, because we the whole people are one. The God of peace and the Teacher of concord, who taught unity, willed that one should thus pray for all, even as He Himself bore us all in one.”(St. Cyprian, On The Lord’s Prayer).

Jesus did not give us one prayer to be said in community and another to be said when alone. Even in those situations in which we are alone, Jesus wanted us to pray for all of us. Prayer for the entire Body of Christ. He also wants us to pray to His Father as Our Father.

St. Augustine on the Our Father Prayer.

St. Cyprian wrote that we should each pray for all of us. St. Augustine saw this “all” as meaning that we are all equal and having the same Father. The bishop of Hippo wrote,

Of which the first clause is, Our Father, which art in heaven. We have found then a Father in heaven; let us take good heed how we live on earth. For he who has found such a Father, ought so to live that he may be worthy to come to his inheritance. But we say all in common, Our Father. How great a condescension! This the emperor says, and this says the beggar: this says the slave, and this his lord. They say all together, Our Father, which art in heaven.” (Sermons on the New Testament, Sermon VIII).

Our (Not My) Father

Jesus also taught us to implore the Our Father and not My Father as Christ himself is united to His Father in a way we are not. Did He not say to his Apostles, I ascend to to My God and Your God. Thus indicating a certain intimacy that Christ enjoyed with His Father that we do not quite share with Our Father here below.

St. Thomas Aquinas summarizes St. Augustine and St. John Chrysostom on the meaning of the Lord’s ascending:

[Augustine says] “… Jesus would have us to believe in Him, i.e., to touch Him spiritually, as being Himself one with the Father. For to that man’s innermost perceptions He is, in some sort, ascended unto the Father, who has become so far proficient in Him, as to recognize in Him the equal with the Father … whereas she as yet believed in Him but carnally, since she wept for Him as for a man.” Or as Chrysostom says (Hom. lxxxvi in Joan.): “This woman wanted to converse with Christ just as before the Passion, and out of joy was thinking of nothing great, although Christ’s flesh had become much nobler by rising again.” And therefore He said: “I have not yet ascended to My Father”; as if to say: “Do not suppose I am leading an earthly life; for if you see Me upon earth, it is because I have not yet ascended to My Father, but I am going to ascend shortly.” Hence He goes on to say: “I ascend to My Father, and to your Father” (Summa Theologiae III, Q. 55, Art. 6, Reply to Obj. 3).

Finally the Fatima Prayer was taught to us by Mary the Mother of Jesus, who wanted us to live a life intimately united to Christ in spirit and truth. Chris took on the human nature to become out Savior and Brother.

Jesus became man in order to save us. That is something totally personal to each and everyone of us and to address Jesus in prayer as “Oh My Jesus” make perfect sense.

O Mi Jesu, dimitte nobis debita nostra, libera nos ab igne inferni, conduc in caelum omnes animas, praesertim illas quae maxime indigent misericordia tua.

Jesus’ death for us makes Him puts Him in a very personal relationship with us.

Catholics say "Our Father" not only because that's what's written in the Bible (Matt 6:9-13, although most manuscripts of Luke 11:2-4 have only "Father"), but they say it communally in Mass (see UK text for The Order of Mass), where after Vatican II the congregation even join hands during the prayer in some parishes (although the practice is not official).

Not knowing the Fatima prayer beforehand, I can only surmise that it's because it's a personal prayer. The address is "My Jesus" implying that the person praying has already made Jesus as his/her personal Lord and Savior, which is an individual act. In the other "Pardon prayer", the text also says "My God, I believe, I adore, I hope and I love Thee! ...", consistent with "My Jesus".

Both prayers are intercessory, so you see references to others (".. save us... all souls ... those most in need ...").

But apart from the Fatima prayers, yes, it's not common that we hear "our Jesus". Why is that? Maybe it's because we typically refer and pray to Jesus with regards to our salvation, tightly related to our personal decision to be in union with Him and to be His disciple, yoked with him for the rest of our lives post baptism, which must be an individual act. Although the result is that we become part of the body of Christ, and that Jesus is our head collectively, we refer to Christ's role as the head of the church using another terminology such as "the bridegroom".