When you're talking about your father, you can call him "my father". "My father" sounds a bit formal.
When you're speaking to your father, you should use a term of address such as these:
- "Dad" is the standard way that most people call their fathers.
- "Daddy" is how young children might talk call their fathers. Most people stop calling their fathers "Daddy" in their teenage years, but some people continue to do so even as adults.
- Some groups of people use the word "Pop" to refer to their fathers. It's not as common as "Dad", though.
- Calling your father "Father" seems extremely formal.
A similar explanation of the words for talking about your mother can be read in this lesson: