It could mean that your thinking about him alot but it could mean that he is watching out for you and protecting you :-))
I second this. Also I believe in a way your dreams (mind state) are trying to comfort you from the realization that he's not physically beside you but, think about it this way. Your father will always watch over you from heaven, comfort you through your dreams, and encourage you spiritually. And also he may not be with you in person but he's with you in your heart, there he can never be taken away from you.
Dreaming about your father symbolizes authority and protection. It suggests that you need to be more self-reliant. Consider also how aspects of his character may be incorporated within yourself. (: