I'm another Daddy's girl and was absolutely shitting myself about telling him, especially since me and my OH had just split up so the timing wasn't great. I told my Mum first and she was fine like I knew she would be and in the end she told me not to be a wimp and just tell him.
So I just basically walked in the house saw him sat down and just blurted out very quickly 'Dad, I have something important to tell you, I'm pregnant'. He just stared at me and asked if I wanted to keep it, and when I said yes he came over to me and gave me a massive hug and said he'd be there every step of the way. And true to his word he has been and he's soooo excited about becoming Pops.
Try not to fret over it too much. Your Dad loves you, i'm sure you'll get a better reaction than you imagine. Good luck

Let us know how it goes.