It depends on your position with Him. If you have received Jesus as your personal Lord and Savior according to Romans 10:9-10:
(9)That if thou shalt confess with thy mouth the Lord Jesus, and shalt believe
in thine heart that God hath raised him from the dead, thou shalt be saved
(10) For with the heart man believeth unto righteousness; and with the mouth
confession is made unto salvation.
...than you begin your prayer with, "Father, in the name of Jesus"
If you have not received Jesus as your personal Lord and Savior, you simply begin your prayer with, "Dear God".
When you are saved, you are a member of the family of God. When you are not saved, you are a member of the creation of God. I hope this helps.