It is called the "Lord's Prayer" because it was a prayer given by Jesus Christ (ie. the "Lord") as response to a request from the Apostles for guidance on how to pray. Most Christian theologians point out that Jesus Christ would have never used this prayer himself, for it specifically asks for forgiveness of sins, and in most schools of Christian thought, Christ was incapable of sin. The Gospel according to St Matthew recounts a very similar set of guidelines given during the Sermon on the Mount.
Although numerous variations exist, this version, from the 1928 Book of Common Prayer, is a fairly well known example:
::Our Father, who art in Heaven,
The language Jesus spoke was Aramaic; Here is a version of the Pater Noster in Aramaic:
::Abwoon d'bwashmaya,
A refugee from Romania, now living in California, started the project of collection the Lord's Prayer in as many different languages as possible. The outside link to his site for the full version in Aramaic is: http://www.christusrex.com/www1/pater/JPN-aramaic.html
Gothic bishop Ulfilas wrote down the "Atta Unsar" or "Lord's Prayer" in circa 350 AD. Here is one version :
Charlemagne spread Christianity throughout the empire and he wanted to be sure that everyone in his empire could at least recite the "Vater Unser".