Why Do We Call Our Heavenly FATHER By So Many Names?

Because one name cannot encomp all traits of G-d. Each name describes a different aspect of G-d. Eg. HaKadosh Baruch hu= the holy one blessed be He, melech HaOlam=king of the world. I tried to avoid words that are disrespectful when written, but you get the point. They are all names for the same G-d. ALL of these names are G-d's name, therefore they are not violations of this.