1 John 3:1
Behold, what manner of love the Father hath bestowed upon us, that we should be called the sons of God: therefore the world knoweth us not, because it knew him not.

1 Corinthians 12:12‭-‬13
Just as a body, though one, has many parts, but all its many parts form one body, so it is with Christ. For we were all baptized by one Spirit so as to form one body—whether Jews or Gentiles, slave or free—and we were all given the one Spirit to drink.

You are not only in Christ but you are also called CHRIST. Your name is now CHRIST. And this is how it happened:

By the Holy Spirit, everyone of us who has believed was baptized into ONE BODY. You were organically infused to form the mystical body of Christ the day you believed. So we are THE BODY OF CHRIST mystically. And Christ Jesus is the head. Now, can you call your head ‘Kofi’ and the rest of your body ‘Kojo’? No, you can’t. In the same way, the entire mystical body of Christ has a name. That name is CHRIST and you have taken on that name. Glory.

That’s why there was a prophesy about this in Isaiah, that we shall leave a cursed name behind and be called another name:
And ye shall leave your name for a curse unto my chosen: for the Lord God shall slay thee, and call his servants by another name-(Isaiah 65:15)

The Father really meant it when He called as Sons of God or Children of God. We have become members of His new family/household, and we bare his name. Hallelujah!