What do I say to her dad??

may be she just think that because she has a good/healthy relationship with her dad , believe it or not but no matter how old we are we still daddy's little princesses ! ( there are exceptions of course)
but if he's a protective asshole then just be yourself talk nicely make sure you dress nice yet not too special
and honestly I think the best advice you can get is from her ask her why should you talk to him but like in a joking way like tease her about it and see what's her answer, if her dad is close to her then no need to worry just be yourself that's all, if not then try to ask her hows he's generally like what does he do and if there is anything in common make sure you mention it to him in a casual and start a conversation with him
and it seems like gonna b dating both her and her dad! - jk ( but its kinda true :p)