We all refer to our human fathers as "Father", "Dad", etc., but in this case Jesus was referring to our spiritual father.

Jesus taught us to pray in Matthew 6:9, "Therefore pray, Our Father, who art in the heavens, Hallowed be thy name." (Rotherham translation) In the Old Testament, people generally related to God as The God, a judge, a friend, or a husband (to the nation of Israel), but rarely as their father. So, it was a wonderful blessing when Jesus encouraged the tender relationship of Father and child between God and man. Jesus was about to ransom men from sin and death. Therefore through belief of Jesus’ sacrifice, individuals could be adopted into God’s family. Romans 8:15, “…you received the spirit of adoption, whereby we cry, Abba, Father.’” (ASV)

As Jesus was preparing to ascend to His Father, He reassured Mary in John 20:17, "Do not hold onto me, for I have not yet returned to the Father.  Go instead to my brothers and tell them, 'I am returning to my Father and your Father, to my God and your God.' "  (NIV)