This is a common conclusion among most, if not all, Christian faiths. However, Latter-Day Saints believe that our Heavenly Father is an exalted man (Smith, 345.) He once lived a mortal life like we are doing now, but was exalted and was given the opportunity to have spirit children. He did so, and with our Heavenly Mother, had billions of spirit children, the first being Jehovah or Jesus Christ, so he is our older brother (D&C 93:21). This is another difference from other Christian beliefs- Heavenly Father and Jesus Christ are two separate beings. Mormons do not believe in the concept of "trinity;" but rather in the Godhead. The trinity explains that our Heavenly Father, Jesus Christ, and the Holy Ghost are the same, single being manifested three separate ways. However, Latter-Day Saints believe that is incorrect. God is our father, Jesus Christ is the Son of God, and the Holy Ghost is a spirit that has the form and likeness of a man (D&C 130:22). .
So, we all lived in Heaven, our celestial home, with our heavenly parents and all of our brothers and sisters. We were happy there, but our Heavenly Father knew we could no longer progress there and he presented us with a plan. When the plan for our salvation was presented to us, we came to the understanding that we would leave our heavenly home and we would not be living in the presence of our heavenly parents. We also knew that while we were away from them, we would all sin and some of us would loose our way (Gospel Principles, 17). We needed a savior. So Heavenly Father asked who would be willing to take this task upon them. Two of our spirit brothers, Jehovah and Lucifer, offered to take upon themselves this task. Jehovah stepped forward he said "Here I am, send me" (Abraham 3:27). Jesus was willing to die for our sins as well as leaving us with our agency, the right to choose. Under Lucifer's plan, he would have forced us all to do his will.