People in the ancient world were very careful about how they approached their gods. In fact, it might be better to say that one of the fundamentals of ancient religion is the belief that there is a proper way to worship a god. Conversely, there must be an improper way to worship a god. In order to ensure one worshiped a god properly, the ancients developed rituals and teaching mechanisms.
The most common form of divine worship in antiquity was animal sacrifice. The second most common was prayer. Even in the Hebrew Bible, sacrifice was the predominant way Israelites (and later, Jews) worshiped God. Nowhere does the Hebrew Bible regulate the worship of God through prayer. This does not mean that people did not pray. Of course there are numerous examples in the Bible of people worshiping God through prayer. However, as one scholar has noted, "Jews prayed at the temple, but they did not pray in the temple." This means the emergence of prayer as a central act of worship was a fundamental paradigm shift in the Judaism that followed the destruction of the temple in 70 C.E. On the other hand, the emerging Christian movement had already begun such a shift through its acknowledgement of Jesus' death as a sacrifice (see 1 Corinthians 5:7).
As prayer apart from sacrifice emerged as one of the central components of religious activity in Judaism and Christianity, it became increasingly necessary to define what constituted the proper worship of God through prayer. This meant developing teaching mechanisms that 1) demonstrated the proper way to pray and 2) carried with them some sort of religious authority. The Lord's Prayer is one answer to both these needs. First, its placement in the gospels of Matthew and Luke demonstrates that it is a teaching moment. Second, both gospels confer on this prayer the authority of the Lord.